Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13154344.5001 | -36387.3925 | -13117957.1075 | 89453065.6192 | -9831297.273 | 99284362.8922 |
Total P&L (%) | -13154.3445 | -36.3874 | -13117.9571 | 89453.0656 | -9831.2973 | 99284.3629 |
Avg Daily Profit (%) | -5.5707 | -0.0154 | -5.5553 | 0.2883 | 0 | 0.2927 |
Buy And Hold Return (%) | 461.8068 | 461.8068 | 461.8068 | 461.8068 | 461.8068 | 461.8068 |
Max Trade Drawdown | -13255668 | -72111 | -13205891 | -50310800 | -27536197 | -62242869 |
Profit Factor | 0.0341 | 0.7511 | 0.0264 | 1.5333 | 0.8245 | 1.8886 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 12 | 16 | 32 | 18 | 14 |
Losing Trades | 33 | 19 | 14 | 29 | 13 | 16 |
Profitability (%) | 45.9016 | 38.7097 | 53.3333 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0402 | 1.1892 | 0.0231 | 1.3895 | 0.5955 | 2.1584 |
Largest Winning Trade | 62294 | 22275 | 62294 | 128076222 | 6881988 | 128076222 |
Largest Losing Trade | -13117380 | -15928 | -13117380 | -18472580 | -12027591 | -18472580 |
Avg Bars in Trades | 103 | 10 | 198 | 103 | 10 | 198 |
Avg Bars in Winners | 128 | 13 | 214 | 84 | 10 | 178 |
Avg Bars in Losers | 81 | 8 | 181 | 124 | 10 | 216 |
Bars Traded | 6291 | 324 | 5967 | 6291 | 324 | 5967 |
Profit Streak | 78.7948 | 144.7948 | 0 | 78.7948 | 144.7948 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -747813 | -582691 | -580393 | -154821 | -578922 | 398576 |
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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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