Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2014592.8375 | 249231.3004 | -2263824.1379 | -14859656.0941 | 55814929.2384 | -70674585.3324 |
Total P&L (%) | -2014.5928 | 249.2313 | -2263.8241 | -14859.6561 | 55814.9292 | -70674.5853 |
Avg Daily Profit (%) | -0.8875 | 0.1098 | -0.9973 | 0 | 0.2791 | 0 |
Buy And Hold Return (%) | 10903.007 | 10903.007 | 10903.007 | 10903.007 | 10903.007 | 10903.007 |
Max Trade Drawdown | -2238648 | -28353 | -2353147 | -177431988 | -8737569 | -186131456 |
Profit Factor | 0.2597 | 4.0529 | 0.1424 | 0.9459 | 2.9448 | 0.7127 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 24 | 23 | 40 | 19 | 21 |
Losing Trades | 22 | 11 | 11 | 29 | 16 | 13 |
Profitability (%) | 68.1159 | 68.5714 | 67.6471 | 57.971 | 54.2857 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1216 | 1.8576 | 0.0681 | 0.6858 | 2.4799 | 0.4412 |
Largest Winning Trade | 51214 | 46466 | 51214 | 32482326 | 27557529 | 32482326 |
Largest Losing Trade | -1887498 | -28353 | -1887498 | -130613359 | -5159361 | -130613359 |
Avg Bars in Trades | 94 | 51 | 139 | 94 | 51 | 139 |
Avg Bars in Winners | 70 | 40 | 101 | 77 | 40 | 110 |
Avg Bars in Losers | 146 | 74 | 219 | 118 | 63 | 186 |
Bars Traded | 6544 | 1797 | 4747 | 6544 | 1797 | 4747 |
Profit Streak | 11.0183 | 225.6849 | 0 | 0 | 0 | 76.6849 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683788 | -201337 | -578507 | -685744 | 490653 | -578712 |
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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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