Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2287567.8117 | -35508.7892 | -2252059.0226 | -872299.2954 | -19755634.9085 | 18883335.6131 |
Total P&L (%) | -2287.5678 | -35.5088 | -2252.059 | -872.2993 | -19755.6349 | 18883.3356 |
Avg Daily Profit (%) | -1.2233 | -0.019 | -1.2043 | 0 | 0 | 0.2809 |
Buy And Hold Return (%) | 8419.0013 | 8419.0013 | 8419.0013 | 8419.0013 | 8419.0013 | 8419.0013 |
Max Trade Drawdown | -2356929 | -164790 | -2294345 | -24400269 | -21641840 | -4316325 |
Profit Factor | 0.1436 | 0.8446 | 0.078 | 0.9741 | 0.1785 | 2.9671 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 75 | 36 | 39 | 44 | 21 | 23 |
Losing Trades | 21 | 12 | 9 | 52 | 27 | 25 |
Profitability (%) | 78.125 | 75 | 81.25 | 45.8333 | 43.75 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.0402 | 0.2815 | 0.018 | 1.1512 | 0.2295 | 3.2251 |
Largest Winning Trade | 36428 | 36428 | 17815 | 22563470 | 2335837 | 22563470 |
Largest Losing Trade | -1493189 | -62591 | -1493189 | -11191972 | -11191972 | -2606242 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 24 | 29 | 19 | 60 | 52 | 68 |
Avg Bars in Losers | 236 | 186 | 302 | 79 | 81 | 77 |
Bars Traded | 6786 | 3291 | 3495 | 6786 | 3291 | 3495 |
Profit Streak | 0 | 0 | 111.3985 | 104.1485 | 105.3985 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576598 | -577448 | -576116 | -579914 | -582558 | 302592 |
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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) |
---|