Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1927942.9893 | -87584.6265 | -1840358.3629 | -66822.9122 | 3775580.7965 | -3842403.7087 |
Total P&L (%) | -1927.943 | -87.5846 | -1840.3584 | -66.8229 | 3775.5808 | -3842.4037 |
Avg Daily Profit (%) | -0.8125 | -0.0369 | -0.7756 | -0.0465 | 0.1543 | 0 |
Buy And Hold Return (%) | 524.1984 | 524.1984 | 524.1984 | 524.1984 | 524.1984 | 524.1984 |
Max Trade Drawdown | -2100886 | -205503 | -1934327 | -4336224 | -992079 | -6225451 |
Profit Factor | 0.2536 | 0.7893 | 0.1509 | 0.9939 | 2.0622 | 0.4858 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 179 | 86 | 93 | 115 | 62 | 53 |
Losing Trades | 45 | 26 | 19 | 109 | 50 | 59 |
Profitability (%) | 79.9107 | 76.7857 | 83.0357 | 51.3393 | 55.3571 | 47.3214 |
Ratio Avg Win / Avg Loss | 0.0638 | 0.2386 | 0.0308 | 0.9421 | 1.6631 | 0.5408 |
Largest Winning Trade | 21562 | 21562 | 16973 | 2083115 | 2083115 | 1170548 |
Largest Losing Trade | -1456014 | -67976 | -1456014 | -2979048 | -598244 | -2979048 |
Avg Bars in Trades | 62 | 66 | 57 | 62 | 66 | 57 |
Avg Bars in Winners | 22 | 23 | 21 | 60 | 67 | 51 |
Avg Bars in Losers | 219 | 210 | 231 | 63 | 66 | 62 |
Bars Traded | 13896 | 7483 | 6413 | 13896 | 7483 | 6413 |
Profit Streak | 29.5994 | 29.5994 | 51.9328 | 29.5994 | 29.5994 | 51.9328 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573983 | -575712 | -574972 | -577686 | 488775 | -580475 |
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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) |
---|