Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -194086.9568 | 770527.3796 | -964614.3364 | 60726025.1629 | -193273470.104 | 253999495.2669 |
Total P&L (%) | -194.087 | 770.5274 | -964.6143 | 60726.0252 | -193273.4701 | 253999.4953 |
Avg Daily Profit (%) | -0.0857 | 0.3403 | -0.426 | 0.2835 | 0 | 0.3469 |
Buy And Hold Return (%) | 10889.9996 | 10889.9996 | 10889.9996 | 10889.9996 | 10889.9996 | 10889.9996 |
Max Trade Drawdown | -1059549 | -43476 | -1059651 | -309483873 | -216089520 | -113732421 |
Profit Factor | 0.8698 | 5.8406 | 0.2756 | 1.1038 | 0.43 | 2.0333 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 23 | 23 | 38 | 19 | 19 |
Losing Trades | 33 | 16 | 17 | 41 | 20 | 21 |
Profitability (%) | 58.2278 | 58.9744 | 57.5 | 48.1013 | 48.7179 | 47.5 |
Ratio Avg Win / Avg Loss | 0.624 | 4.063 | 0.2037 | 1.191 | 0.4527 | 2.2473 |
Largest Winning Trade | 433597 | 433597 | 38807 | 283873863 | 65814929 | 283873863 |
Largest Losing Trade | -1043504 | -21453 | -1043504 | -79731562 | -79731562 | -57554962 |
Avg Bars in Trades | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Winners | 81 | 76 | 87 | 87 | 95 | 78 |
Avg Bars in Losers | 83 | 110 | 57 | 77 | 84 | 71 |
Bars Traded | 6505 | 3514 | 2991 | 6505 | 3514 | 2991 |
Profit Streak | 0 | 114.4348 | 0 | 0 | 114.4348 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610711 | -145987 | -579777 | -130536 | -580297 | 439678 |
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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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