Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1224420.0099 | 200478.4432 | -1424898.4532 | 1650090.8777 | -27926303.5721 | 29576394.4498 |
Total P&L (%) | -1224.42 | 200.4784 | -1424.8985 | 1650.0909 | -27926.3036 | 29576.3945 |
Avg Daily Profit (%) | -0.6234 | 0.1021 | -0.7255 | 0.1458 | 0 | 0.2903 |
Buy And Hold Return (%) | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 |
Max Trade Drawdown | -1446400 | -140080 | -1542671 | -93549173 | -55344846 | -55747041 |
Profit Factor | 0.495 | 1.4494 | 0.2799 | 1.006 | 0.7973 | 1.2182 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 146 | 72 | 74 | 134 | 65 | 69 |
Losing Trades | 71 | 36 | 35 | 83 | 43 | 40 |
Profitability (%) | 67.2811 | 66.6667 | 67.8899 | 61.7512 | 60.1852 | 63.3028 |
Ratio Avg Win / Avg Loss | 0.2407 | 0.7247 | 0.1324 | 0.6231 | 0.5274 | 0.7062 |
Largest Winning Trade | 56123 | 56123 | 33275 | 58885081 | 21880594 | 58885081 |
Largest Losing Trade | -1197436 | -55847 | -1197436 | -44934316 | -44934316 | -43875602 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 9 | 10 | 7 | 9 | 10 | 8 |
Avg Bars in Losers | 35 | 33 | 36 | 30 | 29 | 31 |
Bars Traded | 3817 | 1972 | 1844 | 3817 | 1972 | 1844 |
Profit Streak | 0 | 412.9681 | 0 | 0 | 412.9681 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577124 | -220394 | -578445 | -376327 | -578861 | 304729 |
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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) |
---|