Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -106688.8391 | 245251.8395 | -351940.6786 | 5457813.8753 | 1547813.6763 | 3910000.199 |
Total P&L (%) | -106.6888 | 245.2518 | -351.9407 | 5457.8139 | 1547.8137 | 3910.0002 |
Avg Daily Profit (%) | -0.0427 | 0.0981 | -0.1407 | 0.1608 | 0.1121 | 0.1477 |
Buy And Hold Return (%) | 830.0306 | 830.0306 | 830.0306 | 830.0306 | 830.0306 | 830.0306 |
Max Trade Drawdown | -334092 | -52349 | -398903 | -1663342 | -686794 | -1663342 |
Profit Factor | 0.8774 | 2.2859 | 0.4822 | 2.3873 | 2.3141 | 2.4185 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 147 | 73 | 74 | 77 | 40 | 37 |
Losing Trades | 30 | 15 | 15 | 100 | 48 | 52 |
Profitability (%) | 83.0508 | 82.9545 | 83.1461 | 43.5028 | 45.4545 | 41.573 |
Ratio Avg Win / Avg Loss | 0.1791 | 0.4697 | 0.0977 | 3.1004 | 2.777 | 3.399 |
Largest Winning Trade | 70289 | 70289 | 27566 | 4439626 | 390314 | 4439626 |
Largest Losing Trade | -334092 | -52349 | -334092 | -1663342 | -238625 | -1663342 |
Avg Bars in Trades | 27 | 27 | 26 | 27 | 27 | 26 |
Avg Bars in Winners | 13 | 12 | 14 | 32 | 37 | 25 |
Avg Bars in Losers | 93 | 104 | 82 | 23 | 19 | 26 |
Bars Traded | 4799 | 2459 | 2340 | 4799 | 2459 | 2340 |
Profit Streak | 18.4801 | 141.9801 | 18.4801 | 18.4801 | 141.9801 | 18.4801 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574044 | -220313 | -575781 | 421607 | -46577 | 174757 |
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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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