Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5297233.0592 | 196244.5769 | -5493477.6361 | -39304781.5252 | 43877112.6798 | -83181894.205 |
Total P&L (%) | -5297.2331 | 196.2446 | -5493.4776 | -39304.7815 | 43877.1127 | -83181.8942 |
Avg Daily Profit (%) | -2.6979 | 0.0999 | -2.7978 | 0 | 0.3105 | 0 |
Buy And Hold Return (%) | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 |
Max Trade Drawdown | -5673808 | -77772 | -5659395 | -155305399 | -58469518 | -127010386 |
Profit Factor | 0.143 | 1.6842 | 0.068 | 0.9112 | 1.2313 | 0.671 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 95 | 47 | 48 | 99 | 52 | 47 |
Losing Trades | 83 | 42 | 41 | 79 | 37 | 42 |
Profitability (%) | 53.3708 | 52.809 | 53.9326 | 55.618 | 58.427 | 52.809 |
Ratio Avg Win / Avg Loss | 0.1249 | 1.505 | 0.0581 | 0.7271 | 0.8761 | 0.5996 |
Largest Winning Trade | 63095 | 63095 | 53451 | 45097027 | 45097027 | 29303687 |
Largest Losing Trade | -5623627 | -39695 | -5623627 | -109175789 | -26717035 | -109175789 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 31 | 28 | 34 | 45 | 48 | 42 |
Avg Bars in Losers | 54 | 57 | 51 | 38 | 34 | 41 |
Bars Traded | 7550 | 3792 | 3758 | 7550 | 3792 | 3758 |
Profit Streak | 400.5288 | 0 | 558.2788 | 0 | 538.5288 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578823 | -222084 | -579250 | -579117 | 300205 | -580730 |
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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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