Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1015346.28 | 214204.5459 | -1229550.8259 | 1223289.2264 | -11663864.2289 | 12887153.4553 |
Total P&L (%) | -1015.3463 | 214.2045 | -1229.5508 | 1223.2892 | -11663.8642 | 12887.1535 |
Avg Daily Profit (%) | -0.5172 | 0.1091 | -0.6264 | 0.1317 | 0 | 0.2482 |
Buy And Hold Return (%) | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 |
Max Trade Drawdown | -1246003 | -101165 | -1379194 | -31443463 | -20348023 | -12659030 |
Profit Factor | 0.5289 | 1.5337 | 0.2989 | 1.0164 | 0.7186 | 1.3903 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 184 | 95 | 89 | 168 | 86 | 82 |
Losing Trades | 48 | 21 | 27 | 64 | 30 | 34 |
Profitability (%) | 79.3103 | 81.8966 | 76.7241 | 72.4138 | 74.1379 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.138 | 0.339 | 0.0907 | 0.3872 | 0.2507 | 0.5765 |
Largest Winning Trade | 20523 | 19806 | 20523 | 16879491 | 3132355 | 16879491 |
Largest Losing Trade | -1027105 | -64029 | -1027105 | -16183260 | -16183260 | -7544981 |
Avg Bars in Trades | 49 | 56 | 42 | 49 | 56 | 42 |
Avg Bars in Winners | 19 | 21 | 16 | 20 | 22 | 18 |
Avg Bars in Losers | 166 | 213 | 129 | 125 | 153 | 100 |
Bars Traded | 11518 | 6557 | 4961 | 11518 | 6557 | 4961 |
Profit Streak | 401.5248 | 0 | 558.1915 | 401.5248 | 0 | 558.1915 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575178 | -209138 | -575863 | -382044 | -577617 | 415851 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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