Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7807728.2309 | 32319.1317 | -7840047.3626 | 434860.2051 | 54414400.5764 | -53979540.3714 |
Total P&L (%) | -7807.7282 | 32.3191 | -7840.0474 | 434.8602 | 54414.4006 | -53979.5404 |
Avg Daily Profit (%) | -3.2967 | 0.0136 | -3.3104 | 0.0708 | 0.2664 | 0 |
Buy And Hold Return (%) | 457.5201 | 457.5201 | 457.5201 | 457.5201 | 457.5201 | 457.5201 |
Max Trade Drawdown | -7952052 | -114881 | -7941398 | -114339958 | -29421756 | -99623631 |
Profit Factor | 0.0764 | 1.1268 | 0.0438 | 1.0027 | 2.0785 | 0.5069 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 59 | 26 | 33 | 45 | 23 | 22 |
Losing Trades | 21 | 14 | 7 | 35 | 17 | 18 |
Profitability (%) | 73.75 | 65 | 82.5 | 56.25 | 57.5 | 55 |
Ratio Avg Win / Avg Loss | 0.0272 | 0.6067 | 0.0093 | 0.7799 | 1.5363 | 0.4148 |
Largest Winning Trade | 28013 | 25805 | 28013 | 61559078 | 61559078 | 24912783 |
Largest Losing Trade | -7937651 | -58522 | -7937651 | -14765157 | -12989913 | -14765157 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 36 | 30 | 40 | 73 | 81 | 64 |
Avg Bars in Losers | 221 | 159 | 347 | 99 | 67 | 130 |
Bars Traded | 6787 | 3031 | 3756 | 6787 | 3031 | 3756 |
Profit Streak | 146.8619 | 146.8619 | 254.5286 | 146.8619 | 146.8619 | 254.5286 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599785 | -420165 | -575265 | -504903 | 522709 | -578749 |
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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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