Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -293868.5505 | 111756.2337 | -405624.7842 | 5976449.7296 | 923165.3286 | 5053284.4011 |
Total P&L (%) | -293.8686 | 111.7562 | -405.6248 | 5976.4497 | 923.1653 | 5053.2844 |
Avg Daily Profit (%) | -0.1174 | 0.0446 | -0.162 | 0.1642 | 0.0929 | 0.1576 |
Buy And Hold Return (%) | 257.7447 | 257.7447 | 257.7447 | 257.7447 | 257.7447 | 257.7447 |
Max Trade Drawdown | -485756 | -33618 | -505455 | -1694734 | -484814 | -1220461 |
Profit Factor | 0.7128 | 1.7286 | 0.5337 | 2.8177 | 1.8554 | 3.2878 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 201 | 92 | 109 | 105 | 52 | 53 |
Losing Trades | 62 | 40 | 22 | 158 | 80 | 78 |
Profitability (%) | 76.4259 | 69.697 | 83.2061 | 39.924 | 39.3939 | 40.458 |
Ratio Avg Win / Avg Loss | 0.2199 | 0.7516 | 0.1077 | 4.2399 | 2.8545 | 4.8387 |
Largest Winning Trade | 30416 | 28825 | 30416 | 4034282 | 304087 | 4034282 |
Largest Losing Trade | -380261 | -18860 | -380261 | -225576 | -51112 | -225576 |
Avg Bars in Trades | 35 | 9 | 61 | 35 | 9 | 61 |
Avg Bars in Winners | 14 | 4 | 23 | 35 | 9 | 60 |
Avg Bars in Losers | 102 | 21 | 251 | 35 | 10 | 62 |
Bars Traded | 9390 | 1311 | 8079 | 9390 | 1311 | 8079 |
Profit Streak | 106.7031 | 218.2031 | 106.7031 | 106.7031 | 218.2031 | 106.7031 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574470 | -294457 | -575151 | 434638 | -70121 | 410315 |
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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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