Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4166164.6942 | 102288.4201 | -4268453.1143 | -7182976.3554 | 18845062.5665 | -26028038.9218 |
Total P&L (%) | -4166.1647 | 102.2884 | -4268.4531 | -7182.9764 | 18845.0626 | -26028.0389 |
Avg Daily Profit (%) | -1.8845 | 0.0463 | -1.9308 | 0 | 0.2375 | 0 |
Buy And Hold Return (%) | 197.2953 | 197.2953 | 197.2953 | 197.2953 | 197.2953 | 197.2953 |
Max Trade Drawdown | -4459400 | -111680 | -4410604 | -29999117 | -12309220 | -29262054 |
Profit Factor | 0.1562 | 1.3094 | 0.0734 | 0.8961 | 1.7427 | 0.4054 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 29 | 26 | 45 | 23 | 22 |
Losing Trades | 43 | 20 | 23 | 53 | 26 | 27 |
Profitability (%) | 56.1224 | 59.1837 | 53.0612 | 45.9184 | 46.9388 | 44.898 |
Ratio Avg Win / Avg Loss | 0.1221 | 0.903 | 0.065 | 1.0554 | 1.97 | 0.4975 |
Largest Winning Trade | 69027 | 69027 | 38168 | 10894865 | 10894865 | 7638006 |
Largest Losing Trade | -4402918 | -53503 | -4402918 | -20836052 | -5662525 | -20836052 |
Avg Bars in Trades | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Winners | 50 | 50 | 51 | 114 | 136 | 91 |
Avg Bars in Losers | 131 | 147 | 117 | 62 | 48 | 74 |
Bars Traded | 8441 | 4414 | 4027 | 8441 | 4414 | 4027 |
Profit Streak | 23.6187 | 117.8687 | 23.6187 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578689 | -295778 | -579739 | -580437 | 380437 | -582665 |
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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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