Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1909813.6642 | -83431.8426 | -1826381.8217 | 62845.1003 | 11138851.3097 | -11076006.2094 |
Total P&L (%) | -1909.8137 | -83.4318 | -1826.3818 | 62.8451 | 11138.8513 | -11076.0062 |
Avg Daily Profit (%) | -1.0228 | -0.0447 | -0.9781 | 0.0261 | 0.2532 | 0 |
Buy And Hold Return (%) | 268.7873 | 268.7873 | 268.7873 | 268.7873 | 268.7873 | 268.7873 |
Max Trade Drawdown | -2095519 | -233383 | -1922433 | -11271643 | -2400272 | -13219769 |
Profit Factor | 0.2716 | 0.8096 | 0.1636 | 1.0026 | 3.0356 | 0.3987 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 150 | 70 | 80 | 88 | 48 | 40 |
Losing Trades | 47 | 28 | 19 | 109 | 50 | 59 |
Profitability (%) | 76.1421 | 71.4286 | 80.8081 | 44.6701 | 48.9796 | 40.404 |
Ratio Avg Win / Avg Loss | 0.0851 | 0.3239 | 0.0389 | 1.2419 | 3.1621 | 0.5881 |
Largest Winning Trade | 33778 | 33778 | 21007 | 5653973 | 5653973 | 3339655 |
Largest Losing Trade | -1190107 | -61444 | -1190107 | -7585729 | -1540307 | -7585729 |
Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Winners | 14 | 12 | 15 | 54 | 65 | 40 |
Avg Bars in Losers | 110 | 116 | 101 | 23 | 19 | 26 |
Bars Traded | 7301 | 4121 | 3180 | 7301 | 4121 | 3180 |
Profit Streak | 22.1581 | 22.4081 | 22.1581 | 22.1581 | 22.4081 | 22.1581 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575313 | -577467 | -576274 | -541391 | 509388 | -584251 |
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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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