Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2807567.79 | -79447.7157 | -2728120.0743 | -97362.9886 | 30704627.068 | -30801990.0566 |
Total P&L (%) | -2807.5678 | -79.4477 | -2728.1201 | -97.363 | 30704.6271 | -30801.9901 |
Avg Daily Profit (%) | -1.3745 | -0.0389 | -1.3356 | -0.1778 | 0.2809 | 0 |
Buy And Hold Return (%) | 3336.855 | 3336.855 | 3336.855 | 3336.855 | 3336.855 | 3336.855 |
Max Trade Drawdown | -2889881 | -210046 | -2809286 | -58198831 | -8917407 | -49748059 |
Profit Factor | 0.2226 | 0.8382 | 0.1258 | 0.9986 | 3.6179 | 0.4677 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 170 | 85 | 85 | 134 | 69 | 65 |
Losing Trades | 55 | 27 | 28 | 91 | 43 | 48 |
Profitability (%) | 75.5556 | 75.8929 | 75.2212 | 59.5556 | 61.6071 | 57.5221 |
Ratio Avg Win / Avg Loss | 0.072 | 0.2662 | 0.0414 | 0.6782 | 2.2546 | 0.3454 |
Largest Winning Trade | 26599 | 26599 | 13971 | 18146034 | 18146034 | 10345022 |
Largest Losing Trade | -1422516 | -78570 | -1422516 | -41263028 | -4881713 | -41263028 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 12 | 14 | 10 | 37 | 43 | 30 |
Avg Bars in Losers | 176 | 198 | 155 | 75 | 82 | 68 |
Bars Traded | 11844 | 6552 | 5292 | 11844 | 6552 | 5292 |
Profit Streak | 292.2889 | 412.2889 | 292.2889 | 292.2889 | 412.2889 | 292.2889 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575319 | -575948 | -576896 | -577393 | 655584 | -579468 |
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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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