Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10836925.9098 | 132882.2022 | -10969808.112 | 65207168.3515 | -99561630.3767 | 164768798.7282 |
Total P&L (%) | -10836.9259 | 132.8822 | -10969.8081 | 65207.1684 | -99561.6304 | 164768.7987 |
Avg Daily Profit (%) | -4.7898 | 0.0587 | -4.8485 | 0.2869 | 0 | 0.328 |
Buy And Hold Return (%) | 11588.0881 | 11588.0881 | 11588.0881 | 11588.0881 | 11588.0881 | 11588.0881 |
Max Trade Drawdown | -10970965 | -63110 | -11027846 | -238683601 | -137274510 | -165735409 |
Profit Factor | 0.0504 | 1.8208 | 0.025 | 1.167 | 0.518 | 1.8964 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 70 | 35 | 35 | 34 | 16 | 18 |
Losing Trades | 14 | 7 | 7 | 50 | 26 | 24 |
Profitability (%) | 83.3333 | 83.3333 | 83.3333 | 40.4762 | 38.0952 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0101 | 0.3642 | 0.005 | 1.7162 | 0.8417 | 2.5285 |
Largest Winning Trade | 42647 | 42647 | 35124 | 145795943 | 28318999 | 145795943 |
Largest Losing Trade | -10925142 | -54698 | -10925142 | -51734854 | -51734854 | -26896416 |
Avg Bars in Trades | 99 | 102 | 97 | 99 | 102 | 97 |
Avg Bars in Winners | 56 | 62 | 50 | 116 | 122 | 111 |
Avg Bars in Losers | 315 | 300 | 330 | 87 | 89 | 86 |
Bars Traded | 8364 | 4289 | 4075 | 8364 | 4289 | 4075 |
Profit Streak | 129.8935 | 129.8935 | 247.8935 | 129.8935 | 129.8935 | 494.1435 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574678 | -274382 | -575145 | -29898 | -584404 | 409266 |
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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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