Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5813173.6335 | 225843.7421 | -6039017.3757 | 124552480.9891 | -92090991.7835 | 216643472.7726 |
Total P&L (%) | -5813.1736 | 225.8437 | -6039.0174 | 124552.481 | -92090.9918 | 216643.4728 |
Avg Daily Profit (%) | -2.5694 | 0.0998 | -2.6692 | 0.3156 | 0 | 0.3401 |
Buy And Hold Return (%) | 13853.2824 | 13853.2824 | 13853.2824 | 13853.2824 | 13853.2824 | 13853.2824 |
Max Trade Drawdown | -5988537 | -65516 | -6094595 | -173788932 | -136046847 | -106130757 |
Profit Factor | 0.1075 | 2.2306 | 0.0459 | 1.3264 | 0.5907 | 2.3837 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 28 | 37 | 39 | 25 | 14 |
Losing Trades | 26 | 18 | 8 | 52 | 21 | 31 |
Profitability (%) | 71.4286 | 60.8696 | 82.2222 | 42.8571 | 54.3478 | 31.1111 |
Ratio Avg Win / Avg Loss | 0.043 | 1.4339 | 0.0099 | 1.7686 | 0.4962 | 5.2781 |
Largest Winning Trade | 94848 | 94848 | 22906 | 229988190 | 22781297 | 229988190 |
Largest Losing Trade | -5988537 | -38804 | -5988537 | -50289174 | -50289174 | -16440150 |
Avg Bars in Trades | 47 | 51 | 42 | 47 | 51 | 42 |
Avg Bars in Winners | 29 | 41 | 19 | 60 | 59 | 61 |
Avg Bars in Losers | 91 | 68 | 145 | 37 | 42 | 33 |
Bars Traded | 4284 | 2384 | 1900 | 4284 | 2384 | 1900 |
Profit Streak | 45.0978 | 45.0978 | 49.0978 | 45.0978 | 45.0978 | 49.0978 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576491 | -220318 | -576044 | 318043 | -579585 | 254125 |
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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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