Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3055266.4215 | -67032.0882 | -2988234.3333 | -102417.3177 | 83377254.2754 | -83479671.5931 |
Total P&L (%) | -3055.2664 | -67.0321 | -2988.2343 | -102.4173 | 83377.2543 | -83479.6716 |
Avg Daily Profit (%) | -1.4951 | -0.0328 | -1.4623 | 0 | 0.3297 | 0 |
Buy And Hold Return (%) | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 |
Max Trade Drawdown | -3175510 | -141179 | -3070045 | -164392015 | -42402537 | -132874836 |
Profit Factor | 0.1723 | 0.8247 | 0.0969 | 0.9995 | 2.5115 | 0.3907 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 74 | 35 | 39 | 36 | 18 | 18 |
Losing Trades | 23 | 13 | 10 | 61 | 30 | 31 |
Profitability (%) | 76.2887 | 72.9167 | 79.5918 | 37.1134 | 37.5 | 36.7347 |
Ratio Avg Win / Avg Loss | 0.0535 | 0.3063 | 0.0248 | 1.6935 | 4.1859 | 0.6728 |
Largest Winning Trade | 25030 | 24975 | 25030 | 79894240 | 79894240 | 36406592 |
Largest Losing Trade | -1461379 | -78736 | -1461379 | -89371553 | -16609167 | -89371553 |
Avg Bars in Trades | 40 | 43 | 36 | 40 | 43 | 36 |
Avg Bars in Winners | 13 | 13 | 13 | 57 | 67 | 47 |
Avg Bars in Losers | 125 | 124 | 127 | 29 | 29 | 30 |
Bars Traded | 3892 | 2098 | 1794 | 3892 | 2098 | 1794 |
Profit Streak | 282.8218 | 402.8218 | 282.8218 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575865 | -576340 | -576257 | -582753 | 329818 | -585840 |
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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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