Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -612431.202 | 209200.4138 | -821631.6159 | -9224740.2309 | -19426225.1183 | 10201484.8875 |
Total P&L (%) | -612.4312 | 209.2004 | -821.6316 | -9224.7402 | -19426.2251 | 10201.4849 |
Avg Daily Profit (%) | -0.337 | 0.1151 | -0.4521 | 0 | 0 | 0.2554 |
Buy And Hold Return (%) | 647.7714 | 647.7714 | 647.7714 | 647.7714 | 647.7714 | 647.7714 |
Max Trade Drawdown | -852049 | -118581 | -928590 | -44228673 | -30094844 | -15583929 |
Profit Factor | 0.5696 | 1.8929 | 0.3088 | 0.8781 | 0.5266 | 1.2943 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 20 | 18 | 29 | 15 | 14 |
Losing Trades | 25 | 12 | 13 | 34 | 17 | 17 |
Profitability (%) | 60.3175 | 62.5 | 58.0645 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3747 | 1.1357 | 0.223 | 1.0295 | 0.5968 | 1.5716 |
Largest Winning Trade | 77397 | 77397 | 59213 | 26691994 | 5526551 | 26691994 |
Largest Losing Trade | -479551 | -74888 | -479551 | -22578992 | -22578992 | -11417979 |
Avg Bars in Trades | 169 | 179 | 159 | 169 | 179 | 159 |
Avg Bars in Winners | 100 | 107 | 91 | 157 | 163 | 151 |
Avg Bars in Losers | 275 | 299 | 253 | 180 | 194 | 166 |
Bars Traded | 10694 | 5748 | 4946 | 10694 | 5748 | 4946 |
Profit Streak | 0 | 0 | 0 | 25.8271 | 25.8271 | 103.3271 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730440 | -201028 | -579772 | -730634 | -581483 | 313464 |
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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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