Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6590035.9799 | 350640.8088 | -6940676.7887 | 480806080.1833 | -241082772.1227 | 721888852.306 |
Total P&L (%) | -6590.036 | 350.6408 | -6940.6768 | 480806.0802 | -241082.7721 | 721888.8523 |
Avg Daily Profit (%) | -2.9037 | 0.1545 | -3.0582 | 0.3743 | 0 | 0.3922 |
Buy And Hold Return (%) | 12167.5799 | 12167.5799 | 12167.5799 | 12167.5799 | 12167.5799 | 12167.5799 |
Max Trade Drawdown | -7012444 | -58011 | -7067006 | -675170136 | -494602262 | -369941260 |
Profit Factor | 0.1216 | 3.2232 | 0.055 | 1.3782 | 0.6712 | 2.3417 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 53 | 25 | 28 | 45 | 24 | 21 |
Losing Trades | 40 | 22 | 18 | 48 | 23 | 25 |
Profitability (%) | 56.9892 | 53.1915 | 60.8696 | 48.3871 | 51.0638 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.0918 | 2.8364 | 0.0354 | 1.4701 | 0.6432 | 2.7878 |
Largest Winning Trade | 81477 | 81477 | 40923 | 546929345 | 80902400 | 546929345 |
Largest Losing Trade | -7012444 | -28051 | -7012444 | -218104590 | -218104590 | -93367463 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 38 | 40 | 35 | 46 | 42 | 51 |
Avg Bars in Losers | 56 | 56 | 57 | 45 | 54 | 38 |
Bars Traded | 4288 | 2257 | 2031 | 4288 | 2257 | 2031 |
Profit Streak | 66.1489 | 104.6489 | 66.1489 | 66.1489 | 104.6489 | 66.1489 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578240 | -150535 | -578736 | 399357 | -579204 | 470953 |
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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) |
---|