Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2896913.2604 | 62340.1052 | -2959253.3656 | -230744.0547 | 187665193.724 | -187895937.7787 |
Total P&L (%) | -2896.9133 | 62.3401 | -2959.2534 | -230.7441 | 187665.1937 | -187895.9378 |
Avg Daily Profit (%) | -1.4176 | 0.0305 | -1.4481 | 0 | 0.3695 | 0 |
Buy And Hold Return (%) | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 |
Max Trade Drawdown | -3015926 | -127869 | -3025601 | -268718458 | -28165591 | -255310562 |
Profit Factor | 0.2039 | 1.1805 | 0.1015 | 0.9993 | 4.6874 | 0.2996 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 17 | 19 | 32 | 15 | 17 |
Losing Trades | 33 | 17 | 16 | 37 | 19 | 18 |
Profitability (%) | 52.1739 | 50 | 54.2857 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1869 | 1.1805 | 0.0855 | 1.1554 | 5.9374 | 0.3172 |
Largest Winning Trade | 155827 | 155827 | 63989 | 131792712 | 131792712 | 40654774 |
Largest Losing Trade | -1505703 | -81336 | -1505703 | -206319633 | -25001236 | -206319633 |
Avg Bars in Trades | 57 | 61 | 52 | 57 | 61 | 52 |
Avg Bars in Winners | 30 | 33 | 28 | 74 | 90 | 59 |
Avg Bars in Losers | 85 | 89 | 80 | 42 | 39 | 45 |
Bars Traded | 3933 | 2102 | 1831 | 3933 | 2102 | 1831 |
Profit Streak | 310.7962 | 399.2962 | 310.7962 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685529 | -338574 | -579644 | -686797 | 530920 | -581343 |
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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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