Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1293794.8244 | 15519.865 | -1309314.6894 | 2841421.042 | -32331720.499 | 35173141.541 |
Total P&L (%) | -1293.7948 | 15.5199 | -1309.3147 | 2841.421 | -32331.7205 | 35173.1415 |
Avg Daily Profit (%) | -0.5736 | 0.0069 | -0.5805 | 0.15 | 0 | 0.2604 |
Buy And Hold Return (%) | 359.6457 | 359.6457 | 359.6457 | 359.6457 | 359.6457 | 359.6457 |
Max Trade Drawdown | -1439722 | -159182 | -1406483 | -47539087 | -39345887 | -16168078 |
Profit Factor | 0.294 | 1.0637 | 0.1759 | 1.0376 | 0.3774 | 2.4911 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 20 | 26 | 42 | 17 | 25 |
Losing Trades | 41 | 23 | 18 | 45 | 26 | 19 |
Profitability (%) | 52.8736 | 46.5116 | 59.0909 | 48.2759 | 39.5349 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.262 | 1.2232 | 0.1218 | 1.1117 | 0.5772 | 1.8932 |
Largest Winning Trade | 65959 | 55224 | 65959 | 24490335 | 8667407 | 24490335 |
Largest Losing Trade | -1057942 | -37812 | -1057942 | -19045499 | -19045499 | -8234938 |
Avg Bars in Trades | 45 | 53 | 38 | 45 | 53 | 38 |
Avg Bars in Winners | 21 | 20 | 22 | 27 | 20 | 32 |
Avg Bars in Losers | 73 | 81 | 62 | 62 | 75 | 46 |
Bars Traded | 3988 | 2294 | 1694 | 3988 | 2294 | 1694 |
Profit Streak | 57.1156 | 0 | 252.1156 | 57.1156 | 0 | 252.1156 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579611 | -501204 | -578165 | -171404 | -584796 | 562307 |
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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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