Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1004397.6824 | -246416.7198 | -757980.9626 | -98210.759 | 1008990.9061 | -1107201.6651 |
Total P&L (%) | -1004.3977 | -246.4167 | -757.981 | -98.2108 | 1008.9909 | -1107.2017 |
Avg Daily Profit (%) | -0.6766 | -0.166 | -0.5106 | -0.2707 | 0.1622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1164876 | -337876 | -851957 | -1280174 | -196190 | -1657408 |
Profit Factor | 0.5447 | 0.6982 | 0.4544 | 0.9702 | 2.177 | 0.5459 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 271 | 125 | 146 | 227 | 115 | 112 |
Losing Trades | 126 | 74 | 52 | 170 | 84 | 86 |
Profitability (%) | 68.262 | 62.8141 | 73.7374 | 57.1788 | 57.7889 | 56.5657 |
Ratio Avg Win / Avg Loss | 0.2532 | 0.4133 | 0.1619 | 0.7266 | 1.5902 | 0.4192 |
Largest Winning Trade | 22299 | 22299 | 17102 | 600780 | 282499 | 600780 |
Largest Losing Trade | -608490 | -37657 | -608490 | -1237662 | -79470 | -1237662 |
Avg Bars in Trades | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Winners | 3 | 3 | 3 | 5 | 6 | 4 |
Avg Bars in Losers | 15 | 16 | 14 | 10 | 11 | 9 |
Bars Traded | 2943 | 1684 | 1259 | 2943 | 1684 | 1259 |
Profit Streak | 0 | 0 | 21.8436 | 0 | 0 | 21.8436 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576057 | -578352 | -575895 | -577494 | 490693 | -578120 |
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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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