Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2718339.219 | -28903.5437 | -2689435.6753 | -3114917.3454 | -24114362.7036 | 20999445.3581 |
Total P&L (%) | -2718.3392 | -28.9035 | -2689.4357 | -3114.9173 | -24114.3627 | 20999.4454 |
Avg Daily Profit (%) | -1.4547 | -0.0155 | -1.4392 | 0 | 0 | 0.2868 |
Buy And Hold Return (%) | 7447.3248 | 7447.3248 | 7447.3248 | 7447.3248 | 7447.3248 | 7447.3248 |
Max Trade Drawdown | -2781928 | -132190 | -2720344 | -39064980 | -27927141 | -17134774 |
Profit Factor | 0.1539 | 0.8937 | 0.0855 | 0.9523 | 0.3533 | 1.7497 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 129 | 65 | 64 | 98 | 47 | 51 |
Losing Trades | 37 | 18 | 19 | 68 | 36 | 32 |
Profitability (%) | 77.7108 | 78.3133 | 77.1084 | 59.0361 | 56.6265 | 61.4458 |
Ratio Avg Win / Avg Loss | 0.0441 | 0.2475 | 0.0254 | 0.6608 | 0.2706 | 1.0978 |
Largest Winning Trade | 25610 | 25610 | 17665 | 26704264 | 1884459 | 26704264 |
Largest Losing Trade | -1880852 | -60885 | -1880852 | -14500199 | -14500199 | -14421031 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 17 | 20 | 15 | 47 | 39 | 55 |
Avg Bars in Losers | 218 | 204 | 232 | 84 | 88 | 78 |
Bars Traded | 10406 | 5034 | 5372 | 10406 | 5034 | 5372 |
Profit Streak | 53.7591 | 86.2591 | 0 | 0 | 0 | 77.7591 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575753 | -575754 | -577318 | -578737 | -580250 | 349261 |
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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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