Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6924612.9561 | 127722.383 | -7052335.3391 | 65047568.9126 | -2474238.9615 | 67521807.8741 |
Total P&L (%) | -6924.613 | 127.7224 | -7052.3353 | 65047.5689 | -2474.239 | 67521.8079 |
Avg Daily Profit (%) | -3.0667 | 0.0566 | -3.1233 | 0.2874 | 0 | 0.289 |
Buy And Hold Return (%) | 8058.2149 | 8058.2149 | 8058.2149 | 8058.2149 | 8058.2149 | 8058.2149 |
Max Trade Drawdown | -7093515 | -21422 | -7179302 | -27981971 | -14029640 | -22806805 |
Profit Factor | 0.0764 | 3.1105 | 0.0517 | 2.0797 | 0.8824 | 2.7218 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 93 | 43 | 50 | 45 | 21 | 24 |
Losing Trades | 28 | 18 | 10 | 76 | 40 | 36 |
Profitability (%) | 76.8595 | 70.4918 | 83.3333 | 37.1901 | 34.4262 | 40 |
Ratio Avg Win / Avg Loss | 0.023 | 1.3021 | 0.0103 | 3.5124 | 1.6807 | 4.0827 |
Largest Winning Trade | 39091 | 27077 | 39091 | 51302290 | 7431492 | 51302290 |
Largest Losing Trade | -7011787 | -21422 | -7011787 | -6683350 | -2445831 | -6683350 |
Avg Bars in Trades | 53 | 5 | 101 | 53 | 5 | 101 |
Avg Bars in Winners | 34 | 3 | 60 | 56 | 6 | 100 |
Avg Bars in Losers | 115 | 9 | 306 | 50 | 5 | 101 |
Bars Traded | 6414 | 335 | 6079 | 6414 | 335 | 6079 |
Profit Streak | 78.4742 | 182.8076 | 0 | 78.4742 | 182.8076 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576139 | -435722 | -745745 | 310884 | -744379 | -159355 |
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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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