Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1886177.9651 | -18250.1364 | -1867927.8287 | -2096803.6235 | -18255575.8535 | 16158772.23 |
Total P&L (%) | -1886.178 | -18.2501 | -1867.9278 | -2096.8036 | -18255.5759 | 16158.7722 |
Avg Daily Profit (%) | -1.0345 | -0.01 | -1.0245 | 0 | 0 | 0.2796 |
Buy And Hold Return (%) | 748.8352 | 748.8352 | 748.8352 | 748.8352 | 748.8352 | 748.8352 |
Max Trade Drawdown | -2020391 | -201698 | -1918413 | -35860794 | -29115871 | -7079995 |
Profit Factor | 0.2718 | 0.9519 | 0.155 | 0.9664 | 0.5271 | 1.6781 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 28 | 29 | 40 | 20 | 20 |
Losing Trades | 36 | 19 | 17 | 53 | 27 | 26 |
Profitability (%) | 61.2903 | 59.5745 | 63.0435 | 43.0108 | 42.5532 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.1716 | 0.646 | 0.0908 | 1.2805 | 0.7116 | 2.1815 |
Largest Winning Trade | 50940 | 42181 | 50940 | 26067965 | 4589389 | 26067965 |
Largest Losing Trade | -1334142 | -75641 | -1334142 | -24976721 | -24976721 | -6375015 |
Avg Bars in Trades | 76 | 85 | 68 | 76 | 85 | 68 |
Avg Bars in Winners | 46 | 50 | 42 | 82 | 93 | 71 |
Avg Bars in Losers | 125 | 137 | 111 | 72 | 79 | 65 |
Bars Traded | 7149 | 4015 | 3134 | 7149 | 4015 | 3134 |
Profit Streak | 8.9442 | 71.6942 | 0 | 0 | 0 | 19.4442 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578397 | -578028 | -579013 | -581581 | -583592 | 359727 |
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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) |
---|