Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2222380.3159 | 233100.0189 | -2455480.3348 | -65979412.6253 | 140276929.082 | -206256341.7073 |
Total P&L (%) | -2222.3803 | 233.1 | -2455.4803 | -65979.4126 | 140276.9291 | -206256.3417 |
Avg Daily Profit (%) | -0.985 | 0.1033 | -1.0883 | 0 | 0.3217 | 0 |
Buy And Hold Return (%) | 8553.2918 | 8553.2918 | 8553.2918 | 8553.2918 | 8553.2918 | 8553.2918 |
Max Trade Drawdown | -2517038 | -63024 | -2532565 | -371792402 | -29772242 | -401498847 |
Profit Factor | 0.2327 | 2.9154 | 0.1151 | 0.8773 | 2.5301 | 0.5375 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 21 | 19 | 41 | 22 | 19 |
Losing Trades | 23 | 11 | 12 | 22 | 10 | 12 |
Profitability (%) | 63.4921 | 65.625 | 61.2903 | 65.0794 | 68.75 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.1338 | 1.5271 | 0.0727 | 0.4707 | 1.15 | 0.3395 |
Largest Winning Trade | 59758 | 59758 | 48463 | 46410663 | 40678159 | 46410663 |
Largest Losing Trade | -2055262 | -47985 | -2055262 | -200140666 | -26864800 | -200140666 |
Avg Bars in Trades | 136 | 123 | 150 | 136 | 123 | 150 |
Avg Bars in Winners | 118 | 115 | 122 | 127 | 124 | 132 |
Avg Bars in Losers | 167 | 138 | 194 | 152 | 121 | 179 |
Bars Traded | 8602 | 3938 | 4664 | 8602 | 3938 | 4664 |
Profit Streak | 135.7222 | 138.4722 | 135.7222 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728677 | -212312 | -578784 | -729823 | 546777 | -579354 |
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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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