Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2063217.938 | -78677.4027 | -1984540.5352 | -4282499.7579 | -14291770.6424 | 10009270.8844 |
Total P&L (%) | -2063.2179 | -78.6774 | -1984.5405 | -4282.4998 | -14291.7706 | 10009.2709 |
Avg Daily Profit (%) | -1.1382 | -0.0434 | -1.0948 | 0 | 0 | 0.255 |
Buy And Hold Return (%) | 574.4624 | 574.4624 | 574.4624 | 574.4624 | 574.4624 | 574.4624 |
Max Trade Drawdown | -2093578 | -92321 | -2027154 | -49369768 | -21187885 | -35357234 |
Profit Factor | 0.2089 | 0.6758 | 0.161 | 0.9447 | 0.5619 | 1.2231 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 16 | 26 | 39 | 18 | 21 |
Losing Trades | 38 | 24 | 14 | 41 | 22 | 19 |
Profitability (%) | 52.5 | 40 | 65 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 0.189 | 1.0137 | 0.0867 | 0.9932 | 0.6868 | 1.1066 |
Largest Winning Trade | 49945 | 31949 | 49945 | 18329049 | 5414446 | 18329049 |
Largest Losing Trade | -1018947 | -40170 | -1018947 | -20495045 | -7422991 | -20495045 |
Avg Bars in Trades | 63 | 21 | 104 | 63 | 21 | 104 |
Avg Bars in Winners | 54 | 19 | 76 | 67 | 20 | 107 |
Avg Bars in Losers | 72 | 23 | 157 | 59 | 23 | 101 |
Bars Traded | 5066 | 879 | 4187 | 5066 | 879 | 4187 |
Profit Streak | 58.8176 | 68.4843 | 0 | 0 | 0 | 74.8176 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603670 | -582135 | -578805 | -605041 | -582416 | 325145 |
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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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