Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2959189.264 | -230877.8672 | -2728311.3968 | -111421.8374 | 9297594.1622 | -9409015.9997 |
Total P&L (%) | -2959.1893 | -230.8779 | -2728.3114 | -111.4218 | 9297.5942 | -9409.016 |
Avg Daily Profit (%) | -1.2746 | -0.0994 | -1.1752 | 0 | 0.1959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3037868 | -228989 | -2815818 | -13914520 | -1480062 | -13945003 |
Profit Factor | 0.163 | 0.4953 | 0.1137 | 0.9932 | 5.7241 | 0.3439 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 19 | 29 | 34 | 21 | 13 |
Losing Trades | 29 | 19 | 10 | 43 | 17 | 26 |
Profitability (%) | 62.3377 | 50 | 74.359 | 44.1558 | 55.2632 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0985 | 0.4953 | 0.0392 | 1.2561 | 4.6338 | 0.6878 |
Largest Winning Trade | 43331 | 24581 | 43331 | 6284526 | 6284526 | 1747785 |
Largest Losing Trade | -2161094 | -81273 | -2161094 | -10090742 | -1480062 | -10090742 |
Avg Bars in Trades | 86 | 99 | 74 | 86 | 99 | 74 |
Avg Bars in Winners | 36 | 38 | 35 | 114 | 129 | 90 |
Avg Bars in Losers | 169 | 159 | 188 | 64 | 61 | 66 |
Bars Traded | 6666 | 3763 | 2903 | 6666 | 3763 | 2903 |
Profit Streak | 17.5413 | 0 | 289.5413 | 0 | 25.208 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624611 | -580764 | -576208 | -627661 | 632398 | -587238 |
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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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