Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3066913.3181 | -68653.257 | -2998260.0611 | -107155.8774 | 32520892.6018 | -32628048.4792 |
Total P&L (%) | -3066.9133 | -68.6533 | -2998.2601 | -107.1559 | 32520.8926 | -32628.0485 |
Avg Daily Profit (%) | -1.5014 | -0.0336 | -1.4678 | 0 | 0.2837 | 0 |
Buy And Hold Return (%) | 2427.6473 | 2427.6473 | 2427.6473 | 2427.6473 | 2427.6473 | 2427.6473 |
Max Trade Drawdown | -3136267 | -208981 | -3075974 | -44262883 | -5028238 | -45820681 |
Profit Factor | 0.1786 | 0.8402 | 0.0926 | 0.998 | 5.5737 | 0.3066 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 23 | 31 | 40 | 19 | 21 |
Losing Trades | 27 | 17 | 10 | 41 | 21 | 20 |
Profitability (%) | 66.6667 | 57.5 | 75.6098 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.0893 | 0.621 | 0.0299 | 1.023 | 6.1604 | 0.292 |
Largest Winning Trade | 54188 | 54188 | 25920 | 19289725 | 19289725 | 8295666 |
Largest Losing Trade | -1710896 | -75034 | -1710896 | -38742148 | -5028238 | -38742148 |
Avg Bars in Trades | 147 | 162 | 133 | 147 | 162 | 133 |
Avg Bars in Winners | 60 | 56 | 63 | 127 | 155 | 102 |
Avg Bars in Losers | 321 | 304 | 351 | 167 | 167 | 166 |
Bars Traded | 11969 | 6488 | 5481 | 11969 | 6488 | 5481 |
Profit Streak | 0 | 404.8636 | 0 | 325.5303 | 0 | 334.197 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594617 | -578437 | -577422 | -595041 | 576901 | -579997 |
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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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