Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3319645.0525 | 123372.0949 | -3443017.1475 | -8402043.3068 | 11570068.6218 | -19972111.9286 |
Total P&L (%) | -3319.6451 | 123.3721 | -3443.0171 | -8402.0433 | 11570.0686 | -19972.1119 |
Avg Daily Profit (%) | -1.4924 | 0.0555 | -1.5479 | 0 | 0.2142 | 0 |
Buy And Hold Return (%) | 155.1329 | 155.1329 | 155.1329 | 155.1329 | 155.1329 | 155.1329 |
Max Trade Drawdown | -3632360 | -96336 | -3613380 | -21721516 | -9717377 | -20669851 |
Profit Factor | 0.2071 | 1.3509 | 0.1022 | 0.8708 | 1.4295 | 0.4758 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 106 | 48 | 58 | 81 | 46 | 35 |
Losing Trades | 79 | 45 | 34 | 104 | 47 | 57 |
Profitability (%) | 57.2973 | 51.6129 | 63.0435 | 43.7838 | 49.4624 | 38.0435 |
Ratio Avg Win / Avg Loss | 0.1543 | 1.2665 | 0.0599 | 1.1181 | 1.4605 | 0.7749 |
Largest Winning Trade | 59962 | 59962 | 36722 | 7295354 | 7295354 | 3640700 |
Largest Losing Trade | -3580963 | -45106 | -3580963 | -12658085 | -6064480 | -12658085 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 20 | 25 | 16 | 48 | 50 | 46 |
Avg Bars in Losers | 52 | 48 | 57 | 22 | 23 | 22 |
Bars Traded | 6340 | 3414 | 2926 | 6340 | 3414 | 2926 |
Profit Streak | 0 | 0 | 29.3712 | 15.7045 | 20.7045 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578863 | -284332 | -577652 | -579979 | 344765 | -585736 |
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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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