Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1401113.12 | 54838.4835 | -1455951.6035 | -65353.3502 | 15318564.7483 | -15383918.0985 |
Total P&L (%) | -1401.1131 | 54.8385 | -1455.9516 | -65.3534 | 15318.5647 | -15383.9181 |
Avg Daily Profit (%) | -0.755 | 0.0295 | -0.7845 | -0.0571 | 0.2718 | 0 |
Buy And Hold Return (%) | 6127.9871 | 6127.9871 | 6127.9871 | 6127.9871 | 6127.9871 | 6127.9871 |
Max Trade Drawdown | -1553951 | -118871 | -1555133 | -26774181 | -6534416 | -26894488 |
Profit Factor | 0.42 | 1.1357 | 0.2763 | 0.9989 | 1.9188 | 0.6471 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 284 | 147 | 137 | 198 | 101 | 97 |
Losing Trades | 115 | 53 | 62 | 201 | 99 | 102 |
Profitability (%) | 71.1779 | 73.5 | 68.8442 | 49.6241 | 50.5 | 48.7437 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.4095 | 0.125 | 1.0141 | 1.8808 | 0.6805 |
Largest Winning Trade | 37446 | 22935 | 37446 | 10456647 | 10456647 | 6138128 |
Largest Losing Trade | -797897 | -60198 | -797897 | -17918808 | -2439955 | -17918808 |
Avg Bars in Trades | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Winners | 19 | 18 | 19 | 50 | 52 | 47 |
Avg Bars in Losers | 143 | 142 | 143 | 59 | 51 | 68 |
Bars Traded | 21915 | 10343 | 11572 | 21915 | 10343 | 11572 |
Profit Streak | 11.8714 | 73.7881 | 0 | 11.8714 | 73.7881 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575321 | -387014 | -577848 | -576546 | 391203 | -580780 |
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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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