Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -123863.3344 | 235960.5167 | -359823.8511 | 4656019.3174 | 1330556.8529 | 3325462.4645 |
Total P&L (%) | -123.8633 | 235.9605 | -359.8239 | 4656.0193 | 1330.5569 | 3325.4625 |
Avg Daily Profit (%) | -0.0495 | 0.0944 | -0.1439 | 0.1546 | 0.1065 | 0.1414 |
Buy And Hold Return (%) | 884.5544 | 884.5544 | 884.5544 | 884.5544 | 884.5544 | 884.5544 |
Max Trade Drawdown | -334092 | -53193 | -405092 | -1425645 | -591146 | -1425645 |
Profit Factor | 0.8584 | 2.2459 | 0.4751 | 2.3543 | 2.2934 | 2.3803 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 140 | 70 | 70 | 72 | 38 | 34 |
Losing Trades | 28 | 14 | 14 | 96 | 46 | 50 |
Profitability (%) | 83.3333 | 83.3333 | 83.3333 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.1717 | 0.4492 | 0.095 | 3.139 | 2.7762 | 3.5004 |
Largest Winning Trade | 70289 | 70289 | 27566 | 3805188 | 334537 | 3805188 |
Largest Losing Trade | -334092 | -50721 | -334092 | -1425645 | -216242 | -1425645 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 14 | 12 | 15 | 35 | 40 | 28 |
Avg Bars in Losers | 100 | 112 | 89 | 23 | 19 | 27 |
Bars Traded | 4794 | 2450 | 2344 | 4794 | 2450 | 2344 |
Profit Streak | 15.2216 | 138.7216 | 0 | 15.2216 | 138.7216 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574545 | -225317 | -576338 | 357849 | -56661 | -5480 |
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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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