Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286602.7304 | 222589.8957 | 64012.8347 | -4440499.5374 | -2729755.6431 | -1710743.8943 |
Total P&L (%) | 286.6027 | 222.5899 | 64.0128 | -4440.4995 | -2729.7556 | -1710.7439 |
Avg Daily Profit (%) | 0.1497 | 0.1163 | 0.0334 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306406 | -110862 | -296563 | -36231250 | -16763553 | -24121227 |
Profit Factor | 1.2655 | 1.4186 | 1.1169 | 0.9465 | 0.9393 | 0.9549 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 183 | 83 | 100 | 78 | 48 | 30 |
Losing Trades | 84 | 51 | 33 | 189 | 86 | 103 |
Profitability (%) | 68.5393 | 61.9403 | 75.188 | 29.2135 | 35.8209 | 22.5564 |
Ratio Avg Win / Avg Loss | 0.5809 | 0.8717 | 0.3686 | 2.2934 | 1.683 | 3.2785 |
Largest Winning Trade | 33774 | 33774 | 30603 | 20605605 | 4224363 | 20605605 |
Largest Losing Trade | -291670 | -55448 | -291670 | -5446483 | -5446483 | -1978566 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 13 | 12 | 14 | 56 | 67 | 38 |
Avg Bars in Losers | 58 | 67 | 44 | 15 | 14 | 16 |
Bars Traded | 7385 | 4513 | 2872 | 7385 | 4513 | 2872 |
Profit Streak | 32.9326 | 32.9326 | 41.1826 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382384 | -35864 | -237150 | -587569 | -583713 | -618508 |
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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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