Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9373458.7335 | 1192.7024 | -9374651.436 | -26073.9988 | 31466638.9608 | -31492712.9596 |
Total P&L (%) | -9373.4587 | 1.1927 | -9374.6514 | -26.074 | 31466.639 | -31492.713 |
Avg Daily Profit (%) | -3.9655 | 0.0005 | -3.966 | -0.0128 | 0.2438 | 0 |
Buy And Hold Return (%) | 442.3834 | 442.3834 | 442.3834 | 442.3834 | 442.3834 | 442.3834 |
Max Trade Drawdown | -9518999 | -70322 | -9506226 | -83857968 | -17423847 | -105767881 |
Profit Factor | 0.0671 | 1.0044 | 0.0409 | 0.9999 | 1.491 | 0.7464 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 178 | 82 | 96 | 104 | 53 | 51 |
Losing Trades | 56 | 35 | 21 | 130 | 64 | 66 |
Profitability (%) | 76.0684 | 70.0855 | 82.0513 | 44.4444 | 45.2991 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0211 | 0.4287 | 0.009 | 1.2498 | 1.8005 | 0.9659 |
Largest Winning Trade | 27825 | 14388 | 27825 | 42912540 | 40137919 | 42912540 |
Largest Losing Trade | -9493491 | -54190 | -9493491 | -14011072 | -4054141 | -14011072 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 14 | 10 | 17 | 41 | 33 | 49 |
Avg Bars in Losers | 116 | 74 | 185 | 36 | 25 | 47 |
Bars Traded | 9048 | 3432 | 5616 | 9048 | 3432 | 5616 |
Profit Streak | 57.6071 | 84.1071 | 57.6071 | 57.6071 | 84.1071 | 57.6071 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575194 | -571699 | -576094 | -579067 | 357911 | -582953 |
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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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