Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3796371.4453 | 15496.0295 | -3811867.4748 | -2412182.2674 | 14502850.0919 | -16915032.3593 |
Total P&L (%) | -3796.3714 | 15.496 | -3811.8675 | -2412.1823 | 14502.8501 | -16915.0324 |
Avg Daily Profit (%) | -1.7112 | 0.007 | -1.7182 | 0 | 0.2249 | 0 |
Buy And Hold Return (%) | 312.7869 | 312.7869 | 312.7869 | 312.7869 | 312.7869 | 312.7869 |
Max Trade Drawdown | -3953354 | -113829 | -3897679 | -17230013 | -7537529 | -19295002 |
Profit Factor | 0.1348 | 1.0498 | 0.065 | 0.9494 | 1.878 | 0.4577 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 20 | 23 | 45 | 26 | 19 |
Losing Trades | 39 | 21 | 18 | 37 | 15 | 22 |
Profitability (%) | 52.439 | 48.7805 | 56.0976 | 54.878 | 63.4146 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.1223 | 1.1023 | 0.0508 | 0.7807 | 1.0834 | 0.53 |
Largest Winning Trade | 64502 | 64502 | 38931 | 8663295 | 8663295 | 2359984 |
Largest Losing Trade | -3897679 | -51207 | -3897679 | -12163884 | -4088114 | -12163884 |
Avg Bars in Trades | 51 | 61 | 41 | 51 | 61 | 41 |
Avg Bars in Winners | 41 | 53 | 31 | 56 | 72 | 33 |
Avg Bars in Losers | 63 | 69 | 55 | 46 | 42 | 48 |
Bars Traded | 4238 | 2533 | 1705 | 4238 | 2533 | 1705 |
Profit Streak | 24.5568 | 30.5568 | 24.5568 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588212 | -514455 | -579408 | -588923 | 449237 | -582165 |
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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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