Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5241241.747 | -69108.681 | -5172133.066 | -74189.9072 | 3366754.3693 | -3440944.2765 |
Total P&L (%) | -5241.2417 | -69.1087 | -5172.1331 | -74.1899 | 3366.7544 | -3440.9443 |
Avg Daily Profit (%) | -2.3712 | -0.0313 | -2.34 | -0.0613 | 0.1605 | 0 |
Buy And Hold Return (%) | 299.4696 | 299.4696 | 299.4696 | 299.4696 | 299.4696 | 299.4696 |
Max Trade Drawdown | -5338956 | -155540 | -5224351 | -9133622 | -3405488 | -6902201 |
Profit Factor | 0.079 | 0.7267 | 0.0488 | 0.9945 | 1.7184 | 0.6106 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 24 | 29 | 31 | 17 | 14 |
Losing Trades | 26 | 16 | 10 | 48 | 23 | 25 |
Profitability (%) | 67.0886 | 60 | 74.359 | 39.2405 | 42.5 | 35.8974 |
Ratio Avg Win / Avg Loss | 0.0387 | 0.4845 | 0.0168 | 1.5399 | 2.3249 | 1.0903 |
Largest Winning Trade | 48450 | 33119 | 48450 | 3551812 | 3551812 | 2778985 |
Largest Losing Trade | -5165638 | -48733 | -5165638 | -3180309 | -1859677 | -3180309 |
Avg Bars in Trades | 159 | 121 | 198 | 159 | 121 | 198 |
Avg Bars in Winners | 85 | 44 | 119 | 175 | 157 | 196 |
Avg Bars in Losers | 310 | 236 | 427 | 148 | 94 | 199 |
Bars Traded | 12578 | 4844 | 7734 | 12578 | 4844 | 7734 |
Profit Streak | 150.293 | 150.293 | 256.6263 | 150.293 | 150.293 | 256.6263 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608119 | -578101 | -576247 | -612018 | 339145 | -583223 |
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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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