Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2669433.3884 | 38989.8859 | -2708423.2743 | -1350685.7954 | 17126359.6361 | -18477045.4315 |
Total P&L (%) | -2669.4334 | 38.9899 | -2708.4233 | -1350.6858 | 17126.3596 | -18477.0454 |
Avg Daily Profit (%) | -1.3065 | 0.0191 | -1.3255 | 0 | 0.2523 | 0 |
Buy And Hold Return (%) | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 |
Max Trade Drawdown | -2700632 | -132704 | -2758439 | -64740577 | -21822584 | -55108570 |
Profit Factor | 0.229 | 1.0955 | 0.1132 | 0.9884 | 1.3438 | 0.7208 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 17 | 20 | 33 | 16 | 17 |
Losing Trades | 31 | 17 | 14 | 35 | 18 | 17 |
Profitability (%) | 54.4118 | 50 | 58.8235 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 0.1919 | 1.0955 | 0.0792 | 1.0483 | 1.5117 | 0.7208 |
Largest Winning Trade | 65599 | 65599 | 56483 | 33055765 | 33055765 | 15339067 |
Largest Losing Trade | -1336421 | -76277 | -1336421 | -36134431 | -14623301 | -36134431 |
Avg Bars in Trades | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Winners | 79 | 99 | 61 | 124 | 130 | 118 |
Avg Bars in Losers | 163 | 141 | 189 | 110 | 111 | 109 |
Bars Traded | 7983 | 4098 | 3885 | 7983 | 4098 | 3885 |
Profit Streak | 0 | 0 | 0 | 369.2546 | 369.2546 | 415.2546 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -693705 | -448639 | -579651 | -692118 | 323553 | -579455 |
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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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