Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1750688.8302 | 37539.657 | -1788228.4872 | 76046059.4881 | 54923265.77 | 21122793.718 |
Total P&L (%) | -1750.6888 | 37.5397 | -1788.2285 | 76046.0595 | 54923.2658 | 21122.7937 |
Avg Daily Profit (%) | -0.9379 | 0.0201 | -0.958 | 0.3561 | 0.3386 | 0.2874 |
Buy And Hold Return (%) | 444.2003 | 444.2003 | 444.2003 | 444.2003 | 444.2003 | 444.2003 |
Max Trade Drawdown | -1936199 | -63565 | -1949397 | -134323531 | -21857115 | -132793205 |
Profit Factor | 0.3253 | 1.2185 | 0.262 | 1.2553 | 1.9688 | 1.0876 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 138 | 65 | 73 | 72 | 43 | 29 |
Losing Trades | 49 | 29 | 20 | 115 | 51 | 64 |
Profitability (%) | 73.7968 | 69.1489 | 78.4946 | 38.5027 | 45.7447 | 31.1828 |
Ratio Avg Win / Avg Loss | 0.1155 | 0.5436 | 0.0718 | 2.0049 | 2.3351 | 2.4001 |
Largest Winning Trade | 41435 | 28978 | 41435 | 61169671 | 16760335 | 61169671 |
Largest Losing Trade | -1141885 | -16785 | -1141885 | -28197520 | -5840396 | -28197520 |
Avg Bars in Trades | 118 | 15 | 222 | 118 | 15 | 222 |
Avg Bars in Winners | 63 | 6 | 114 | 147 | 25 | 327 |
Avg Bars in Losers | 272 | 35 | 615 | 100 | 6 | 174 |
Bars Traded | 22115 | 1464 | 20651 | 22115 | 1464 | 20651 |
Profit Streak | 3.1415 | 52.8915 | 0 | 3.1415 | 52.8915 | 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 | -577728 | -330553 | -577112 | 208320 | 426432 | -121935 |
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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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