Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3645124.0368 | -59819.871 | -3585304.1658 | 15943407.601 | -28708900.0902 | 44652307.6913 |
Total P&L (%) | -3645.124 | -59.8199 | -3585.3042 | 15943.4076 | -28708.9001 | 44652.3077 |
Avg Daily Profit (%) | -2.0273 | -0.0333 | -1.9941 | 0.2828 | 0 | 0.3401 |
Buy And Hold Return (%) | 351.6926 | 351.6926 | 351.6926 | 351.6926 | 351.6926 | 351.6926 |
Max Trade Drawdown | -3769969 | -103699 | -3790774 | -17847099 | -28716190 | -9928546 |
Profit Factor | 0.1247 | 0.7933 | 0.0748 | 1.2088 | 0.4995 | 3.3486 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 11 | 20 | 31 | 10 | 21 |
Losing Trades | 35 | 22 | 13 | 35 | 23 | 12 |
Profitability (%) | 46.9697 | 33.3333 | 60.6061 | 46.9697 | 30.303 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.1408 | 1.5865 | 0.0486 | 1.3647 | 1.1488 | 1.9135 |
Largest Winning Trade | 52109 | 52109 | 49211 | 16500226 | 7244736 | 16500226 |
Largest Losing Trade | -3349843 | -44005 | -3349843 | -13202303 | -13202303 | -7750569 |
Avg Bars in Trades | 104 | 83 | 126 | 104 | 83 | 126 |
Avg Bars in Winners | 74 | 37 | 94 | 92 | 36 | 119 |
Avg Bars in Losers | 131 | 106 | 175 | 115 | 103 | 136 |
Bars Traded | 6911 | 2749 | 4162 | 6911 | 2749 | 4162 |
Profit Streak | 147.9816 | 0 | 377.2316 | 147.9816 | 0 | 377.2316 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -710160 | -584506 | -578464 | -121110 | -586796 | 660394 |
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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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