Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10214925.1764 | 93208.8326 | -10308134.009 | 46436096.5065 | -440787.8634 | 46876884.37 |
Total P&L (%) | -10214.9252 | 93.2088 | -10308.134 | 46436.0965 | -440.7879 | 46876.8844 |
Avg Daily Profit (%) | -4.496 | 0.041 | -4.537 | 0.2707 | 0 | 0.2712 |
Buy And Hold Return (%) | 8095.5937 | 8095.5937 | 8095.5937 | 8095.5937 | 8095.5937 | 8095.5937 |
Max Trade Drawdown | -10346713 | -33558 | -10406964 | -61721109 | -15917370 | -57706671 |
Profit Factor | 0.0586 | 1.667 | 0.0376 | 1.3286 | 0.9909 | 1.5043 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 149 | 70 | 79 | 89 | 43 | 46 |
Losing Trades | 52 | 31 | 21 | 112 | 58 | 54 |
Profitability (%) | 74.1294 | 69.3069 | 79 | 44.2786 | 42.5743 | 46 |
Ratio Avg Win / Avg Loss | 0.0205 | 0.7383 | 0.01 | 1.672 | 1.3365 | 1.766 |
Largest Winning Trade | 32627 | 32627 | 25838 | 43623667 | 9481143 | 43623667 |
Largest Losing Trade | -10304316 | -18950 | -10304316 | -9348189 | -5539417 | -9348189 |
Avg Bars in Trades | 21 | 7 | 34 | 21 | 7 | 34 |
Avg Bars in Winners | 9 | 4 | 14 | 22 | 9 | 33 |
Avg Bars in Losers | 54 | 15 | 112 | 20 | 6 | 36 |
Bars Traded | 4297 | 805 | 3492 | 4297 | 805 | 3492 |
Profit Streak | 90.3927 | 90.3927 | 100.8927 | 90.3927 | 90.3927 | 100.8927 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574916 | -299771 | -576070 | 348414 | -581046 | 338339 |
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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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