Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2069514.9535 | -99708.2302 | -1969806.7233 | 130200.2141 | 7188635.5235 | -7058435.3094 |
Total P&L (%) | -2069.515 | -99.7082 | -1969.8067 | 130.2002 | 7188.6355 | -7058.4353 |
Avg Daily Profit (%) | -1.1073 | -0.0533 | -1.0539 | 0.0446 | 0.2297 | 0 |
Buy And Hold Return (%) | 418.9176 | 418.9176 | 418.9176 | 418.9176 | 418.9176 | 418.9176 |
Max Trade Drawdown | -2177507 | -214262 | -2037568 | -7520093 | -1154839 | -8701444 |
Profit Factor | 0.2583 | 0.7758 | 0.1601 | 1.0078 | 2.7122 | 0.4369 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 127 | 62 | 65 | 71 | 41 | 30 |
Losing Trades | 44 | 23 | 21 | 100 | 44 | 56 |
Profitability (%) | 74.269 | 72.9412 | 75.5814 | 41.5205 | 48.2353 | 34.8837 |
Ratio Avg Win / Avg Loss | 0.0895 | 0.2878 | 0.0517 | 1.4194 | 2.9107 | 0.8156 |
Largest Winning Trade | 26722 | 26722 | 20627 | 3510091 | 3510091 | 2403610 |
Largest Losing Trade | -1308332 | -64249 | -1308332 | -5235596 | -1154839 | -5235596 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 12 | 11 | 13 | 46 | 55 | 33 |
Avg Bars in Losers | 88 | 103 | 71 | 21 | 18 | 24 |
Bars Traded | 5453 | 3090 | 2363 | 5453 | 3090 | 2363 |
Profit Streak | 57.8109 | 78.8109 | 57.8109 | 57.8109 | 78.8109 | 57.8109 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575118 | -576436 | -575772 | -511841 | 499315 | -585245 |
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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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