Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10842691.4081 | 266031.4839 | -11108722.892 | 288897515.6728 | -45958552.1071 | 334856067.7799 |
Total P&L (%) | -10842.6914 | 266.0315 | -11108.7229 | 288897.5157 | -45958.5521 | 334856.0678 |
Avg Daily Profit (%) | -4.7807 | 0.1173 | -4.898 | 0.352 | 0 | 0.3585 |
Buy And Hold Return (%) | 11692.1822 | 11692.1822 | 11692.1822 | 11692.1822 | 11692.1822 | 11692.1822 |
Max Trade Drawdown | -11154991 | -111798 | -11242937 | -351432003 | -179224329 | -198420998 |
Profit Factor | 0.0751 | 2.2102 | 0.0343 | 1.3096 | 0.9049 | 1.7447 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 29 | 31 | 64 | 33 | 31 |
Losing Trades | 56 | 29 | 27 | 52 | 25 | 27 |
Profitability (%) | 51.7241 | 50 | 53.4483 | 55.1724 | 56.8966 | 53.4483 |
Ratio Avg Win / Avg Loss | 0.0701 | 2.2102 | 0.0298 | 1.0641 | 0.6855 | 1.5195 |
Largest Winning Trade | 105752 | 105752 | 44455 | 334179661 | 42937062 | 334179661 |
Largest Losing Trade | -11144431 | -30730 | -11144431 | -81125984 | -81125984 | -70482507 |
Avg Bars in Trades | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Winners | 32 | 31 | 32 | 36 | 38 | 34 |
Avg Bars in Losers | 42 | 45 | 38 | 37 | 38 | 36 |
Bars Traded | 4301 | 2228 | 2073 | 4301 | 2228 | 2073 |
Profit Streak | 11.8282 | 98.8282 | 0 | 11.8282 | 98.8282 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579620 | -376639 | -760386 | 399034 | -758542 | -166908 |
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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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