Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8103086.4772 | 97927.0877 | -8201013.5649 | 61660339.2832 | -207720.4778 | 61868059.761 |
Total P&L (%) | -8103.0865 | 97.9271 | -8201.0136 | 61660.3393 | -207.7205 | 61868.0598 |
Avg Daily Profit (%) | -3.5835 | 0.0433 | -3.6268 | 0.2846 | 0 | 0.2847 |
Buy And Hold Return (%) | 9252.9229 | 9252.9229 | 9252.9229 | 9252.9229 | 9252.9229 | 9252.9229 |
Max Trade Drawdown | -8292334 | -16648 | -8342994 | -37758011 | -9332712 | -31681706 |
Profit Factor | 0.0552 | 4.4913 | 0.0406 | 2.1801 | 0.9849 | 2.6067 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 27 | 23 | 28 | 13 | 15 |
Losing Trades | 15 | 6 | 9 | 37 | 20 | 17 |
Profitability (%) | 76.9231 | 81.8182 | 71.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 0.0165 | 0.9981 | 0.0159 | 2.8809 | 1.5152 | 2.9542 |
Largest Winning Trade | 45748 | 13757 | 45748 | 43329323 | 4431468 | 43329323 |
Largest Losing Trade | -8131014 | -16648 | -8131014 | -7487063 | -2225509 | -7487063 |
Avg Bars in Trades | 126 | 4 | 252 | 126 | 4 | 252 |
Avg Bars in Winners | 68 | 3 | 144 | 151 | 3 | 279 |
Avg Bars in Losers | 322 | 8 | 531 | 108 | 5 | 229 |
Bars Traded | 8246 | 152 | 8094 | 8246 | 152 | 8094 |
Profit Streak | 267.2353 | 916.9853 | 267.2353 | 403.2353 | 403.2353 | 403.4853 |
Trades During Streak | 7 | 13 | 3 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711847 | -290417 | -576624 | -124851 | -580512 | 490860 |
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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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