Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11522814.9655 | 236812.5143 | -11759627.4798 | 142896783.0114 | -36224574.2383 | 179121357.2496 |
Total P&L (%) | -11522.815 | 236.8125 | -11759.6275 | 142896.783 | -36224.5742 | 179121.3573 |
Avg Daily Profit (%) | -5.075 | 0.1043 | -5.1793 | 0.3205 | 0 | 0.3305 |
Buy And Hold Return (%) | 9795.4599 | 9795.4599 | 9795.4599 | 9795.4599 | 9795.4599 | 9795.4599 |
Max Trade Drawdown | -11868147 | -100423 | -11892648 | -208455552 | -147751802 | -160357258 |
Profit Factor | 0.0717 | 1.8907 | 0.0319 | 1.2034 | 0.8976 | 1.5137 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 74 | 34 | 40 | 72 | 36 | 36 |
Losing Trades | 58 | 32 | 26 | 60 | 30 | 30 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0562 | 1.7795 | 0.0208 | 1.0028 | 0.748 | 1.2615 |
Largest Winning Trade | 106386 | 106386 | 41400 | 233957753 | 25726041 | 233957753 |
Largest Losing Trade | -11792985 | -49199 | -11792985 | -77754946 | -63772621 | -77754946 |
Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Winners | 30 | 33 | 27 | 32 | 32 | 31 |
Avg Bars in Losers | 36 | 35 | 39 | 33 | 35 | 32 |
Bars Traded | 4360 | 2257 | 2103 | 4360 | 2257 | 2103 |
Profit Streak | 67.3688 | 101.3688 | 67.3688 | 67.3688 | 101.3688 | 67.3688 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578154 | -338516 | -702613 | 395575 | -702973 | -112077 |
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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) |
---|