Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6993530.8978 | 321804.155 | -7315335.0528 | 185508922.6374 | -539994228.5554 | 725503151.1928 |
Total P&L (%) | -6993.5309 | 321.8042 | -7315.3351 | 185508.9226 | -539994.2286 | 725503.1512 |
Avg Daily Profit (%) | -3.0795 | 0.1417 | -3.2212 | 0.332 | 0 | 0.3922 |
Buy And Hold Return (%) | 9512.044 | 9512.044 | 9512.044 | 9512.044 | 9512.044 | 9512.044 |
Max Trade Drawdown | -7366318 | -64100 | -7405551 | -1063495225 | -660435765 | -518673394 |
Profit Factor | 0.1028 | 3.7011 | 0.0469 | 1.1429 | 0.2883 | 2.3449 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 22 | 19 | 33 | 16 | 17 |
Losing Trades | 25 | 11 | 14 | 33 | 17 | 16 |
Profitability (%) | 62.1212 | 66.6667 | 57.5758 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.0627 | 1.8505 | 0.0346 | 1.1429 | 0.3063 | 2.207 |
Largest Winning Trade | 66616 | 66616 | 53083 | 640223138 | 113814631 | 640223138 |
Largest Losing Trade | -7356469 | -40285 | -7356469 | -186397590 | -165066129 | -186397590 |
Avg Bars in Trades | 64 | 45 | 83 | 64 | 45 | 83 |
Avg Bars in Winners | 56 | 44 | 70 | 62 | 56 | 67 |
Avg Bars in Losers | 77 | 46 | 101 | 66 | 34 | 101 |
Bars Traded | 4254 | 1485 | 2769 | 4254 | 1485 | 2769 |
Profit Streak | 203.2102 | 203.2102 | 234.7102 | 203.2102 | 203.2102 | 234.7102 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706320 | -159693 | -578848 | -181285 | -580415 | 550466 |
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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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