Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2134990.1541 | 169216.8283 | -2304206.9824 | -32309000.3444 | 37955321.5639 | -70264321.9083 |
Total P&L (%) | -2134.9902 | 169.2168 | -2304.207 | -32309.0003 | 37955.3216 | -70264.3219 |
Avg Daily Profit (%) | -0.9447 | 0.0749 | -1.0196 | 0 | 0.2633 | 0 |
Buy And Hold Return (%) | 10160.7696 | 10160.7696 | 10160.7696 | 10160.7696 | 10160.7696 | 10160.7696 |
Max Trade Drawdown | -2292051 | -71599 | -2357959 | -125330023 | -19614134 | -139114454 |
Profit Factor | 0.2278 | 1.9853 | 0.1114 | 0.8391 | 1.893 | 0.556 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 58 | 29 | 29 | 55 | 27 | 28 |
Losing Trades | 18 | 9 | 9 | 21 | 11 | 10 |
Profitability (%) | 76.3158 | 76.3158 | 76.3158 | 72.3684 | 71.0526 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.0707 | 0.6161 | 0.0346 | 0.3204 | 0.7712 | 0.1986 |
Largest Winning Trade | 47922 | 47922 | 30978 | 18539290 | 18539290 | 17109988 |
Largest Losing Trade | -1945589 | -47775 | -1945589 | -79151035 | -10434702 | -79151035 |
Avg Bars in Trades | 82 | 88 | 77 | 82 | 88 | 77 |
Avg Bars in Winners | 46 | 45 | 46 | 53 | 57 | 49 |
Avg Bars in Losers | 202 | 226 | 177 | 159 | 164 | 154 |
Bars Traded | 6305 | 3368 | 2937 | 6305 | 3368 | 2937 |
Profit Streak | 129.3326 | 129.3326 | 245.3326 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629481 | -253373 | -576381 | -631378 | 348442 | -577694 |
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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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