Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6593924.59 | 192987.58 | -6786912.17 | 93547651.9956 | -79750546.5752 | 173298198.5708 |
Total P&L (%) | -6593.9246 | 192.9876 | -6786.9122 | 93547.652 | -79750.5466 | 173298.1986 |
Avg Daily Profit (%) | -2.9057 | 0.085 | -2.9907 | 0.302 | 0 | 0.3292 |
Buy And Hold Return (%) | 9869.9259 | 9869.9259 | 9869.9259 | 9869.9259 | 9869.9259 | 9869.9259 |
Max Trade Drawdown | -6774784 | -64905 | -6845550 | -133275035 | -124660811 | -87213047 |
Profit Factor | 0.098 | 1.8756 | 0.0428 | 1.2648 | 0.6353 | 2.2877 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 94 | 47 | 47 | 62 | 33 | 29 |
Losing Trades | 39 | 20 | 19 | 71 | 34 | 37 |
Profitability (%) | 70.6767 | 70.1493 | 71.2121 | 46.6165 | 49.2537 | 43.9394 |
Ratio Avg Win / Avg Loss | 0.0407 | 0.7981 | 0.0173 | 1.4484 | 0.6545 | 2.9187 |
Largest Winning Trade | 39463 | 39463 | 26271 | 191318161 | 29729602 | 191318161 |
Largest Losing Trade | -6722023 | -51738 | -6722023 | -55277940 | -55277940 | -16528434 |
Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Winners | 30 | 32 | 28 | 58 | 60 | 56 |
Avg Bars in Losers | 86 | 84 | 88 | 36 | 36 | 37 |
Bars Traded | 6256 | 3246 | 3010 | 6256 | 3246 | 3010 |
Profit Streak | 46.4969 | 46.4969 | 58.4969 | 46.4969 | 46.4969 | 58.4969 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576757 | -357922 | -701230 | 316909 | -697190 | -112339 |
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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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