Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1797930.5268 | -85776.7366 | -1712153.7902 | -399833.1628 | -9949552.4552 | 9549719.2924 |
Total P&L (%) | -1797.9305 | -85.7767 | -1712.1538 | -399.8332 | -9949.5525 | 9549.7193 |
Avg Daily Profit (%) | -0.9632 | -0.046 | -0.9172 | 0 | 0 | 0.2451 |
Buy And Hold Return (%) | 317.6752 | 317.6752 | 317.6752 | 317.6752 | 317.6752 | 317.6752 |
Max Trade Drawdown | -1997689 | -233608 | -1843032 | -13382290 | -12533766 | -5796893 |
Profit Factor | 0.3129 | 0.8293 | 0.1902 | 0.9865 | 0.4685 | 1.8753 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 233 | 114 | 119 | 165 | 79 | 86 |
Losing Trades | 73 | 39 | 34 | 141 | 74 | 67 |
Profitability (%) | 76.1438 | 74.5098 | 77.7778 | 53.9216 | 51.634 | 56.2092 |
Ratio Avg Win / Avg Loss | 0.098 | 0.2837 | 0.0543 | 0.843 | 0.4389 | 1.461 |
Largest Winning Trade | 27159 | 27159 | 18081 | 12029754 | 3813643 | 12029754 |
Largest Losing Trade | -1188234 | -55403 | -1188234 | -4855694 | -4855694 | -3949413 |
Avg Bars in Trades | 72 | 86 | 57 | 72 | 86 | 57 |
Avg Bars in Winners | 20 | 21 | 19 | 47 | 52 | 43 |
Avg Bars in Losers | 237 | 278 | 191 | 101 | 123 | 76 |
Bars Traded | 22147 | 13291 | 8856 | 22147 | 13291 | 8856 |
Profit Streak | 9.7249 | 48.4749 | 9.7249 | 0 | 0 | 0 |
Trades During Streak | 6 | 12 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574122 | -575632 | -575108 | -578669 | -580319 | 429216 |
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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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