Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1985590.8502 | -169996.4445 | -1815594.4058 | -65732.4682 | 3170927.0123 | -3236659.4805 |
Total P&L (%) | -1985.5909 | -169.9964 | -1815.5944 | -65.7325 | 3170.927 | -3236.6595 |
Avg Daily Profit (%) | -1.057 | -0.0905 | -0.9665 | -0.057 | 0.1858 | 0 |
Buy And Hold Return (%) | 536.54 | 536.54 | 536.54 | 536.54 | 536.54 | 536.54 |
Max Trade Drawdown | -2120683 | -255671 | -1894593 | -3659379 | -509432 | -3627445 |
Profit Factor | 0.2251 | 0.6217 | 0.1407 | 0.9912 | 3.4815 | 0.4745 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 136 | 63 | 73 | 84 | 45 | 39 |
Losing Trades | 46 | 28 | 18 | 98 | 46 | 52 |
Profitability (%) | 74.7253 | 69.2308 | 80.2198 | 46.1538 | 49.4505 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0761 | 0.2763 | 0.0347 | 1.1564 | 3.5589 | 0.6327 |
Largest Winning Trade | 25451 | 25451 | 16313 | 2035467 | 1765175 | 2035467 |
Largest Losing Trade | -1146611 | -60580 | -1146611 | -2701751 | -374250 | -2701751 |
Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Winners | 13 | 11 | 15 | 53 | 68 | 35 |
Avg Bars in Losers | 118 | 126 | 105 | 28 | 26 | 31 |
Bars Traded | 7304 | 4293 | 3011 | 7304 | 4293 | 3011 |
Profit Streak | 29.8354 | 29.8354 | 67.8354 | 29.8354 | 29.8354 | 67.8354 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575048 | -576852 | -575315 | -578082 | 532454 | -582280 |
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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) |
---|