Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5769023.2538 | 231552.663 | -6000575.9168 | 32548501.7732 | -30848589.1018 | 63397090.875 |
Total P&L (%) | -5769.0233 | 231.5527 | -6000.5759 | 32548.5018 | -30848.5891 | 63397.0909 |
Avg Daily Profit (%) | -2.5431 | 0.1021 | -2.6452 | 0.2555 | 0 | 0.2849 |
Buy And Hold Return (%) | 10203.6359 | 10203.6359 | 10203.6359 | 10203.6359 | 10203.6359 | 10203.6359 |
Max Trade Drawdown | -5972624 | -90223 | -6066669 | -62118908 | -46547095 | -48434453 |
Profit Factor | 0.0983 | 2.423 | 0.0377 | 1.2208 | 0.5923 | 1.8834 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 15 | 17 | 28 | 15 | 13 |
Losing Trades | 27 | 15 | 12 | 31 | 15 | 16 |
Profitability (%) | 54.2373 | 50 | 58.6207 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.083 | 2.423 | 0.0266 | 1.3516 | 0.5923 | 2.318 |
Largest Winning Trade | 102280 | 102280 | 40355 | 81580247 | 12196008 | 81580247 |
Largest Losing Trade | -5972624 | -37097 | -5972624 | -18258783 | -14860883 | -18258783 |
Avg Bars in Trades | 69 | 79 | 59 | 69 | 79 | 59 |
Avg Bars in Winners | 54 | 70 | 40 | 76 | 88 | 63 |
Avg Bars in Losers | 88 | 89 | 87 | 63 | 71 | 56 |
Bars Traded | 4125 | 2391 | 1734 | 4125 | 2391 | 1734 |
Profit Streak | 99.2083 | 99.2083 | 231.2083 | 99.2083 | 99.2083 | 345.7083 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758770 | -217357 | -578742 | -174360 | -580265 | 399988 |
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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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