Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5883020.942 | 149965.8618 | -6032986.8038 | 39758717.243 | -23114578.4136 | 62873295.6566 |
Total P&L (%) | -5883.0209 | 149.9659 | -6032.9868 | 39758.7172 | -23114.5784 | 62873.2957 |
Avg Daily Profit (%) | -2.5951 | 0.0662 | -2.6612 | 0.2645 | 0 | 0.2847 |
Buy And Hold Return (%) | 10299.8829 | 10299.8829 | 10299.8829 | 10299.8829 | 10299.8829 | 10299.8829 |
Max Trade Drawdown | -6005319 | -47609 | -6104321 | -67870889 | -36971243 | -48015327 |
Profit Factor | 0.0828 | 2.0462 | 0.0379 | 1.3129 | 0.6532 | 2.0406 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 50 | 24 | 26 | 28 | 14 | 14 |
Losing Trades | 16 | 9 | 7 | 38 | 19 | 19 |
Profitability (%) | 75.7576 | 72.7273 | 78.7879 | 42.4242 | 42.4242 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.0265 | 0.7673 | 0.0102 | 1.7817 | 0.8865 | 2.7694 |
Largest Winning Trade | 89828 | 89828 | 24345 | 71518246 | 13477702 | 71518246 |
Largest Losing Trade | -5988537 | -39617 | -5988537 | -10917768 | -10917768 | -9753011 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 31 | 37 | 26 | 86 | 97 | 74 |
Avg Bars in Losers | 162 | 149 | 179 | 46 | 46 | 46 |
Bars Traded | 4185 | 2252 | 1933 | 4185 | 2252 | 1933 |
Profit Streak | 131.008 | 131.008 | 229.008 | 131.008 | 131.008 | 351.008 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704554 | -265388 | -576097 | -122823 | -582789 | 374955 |
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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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