Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9002005.2161 | 230384.4241 | -9232389.6402 | 110689085.2785 | 37477418.715 | 73211666.5636 |
Total P&L (%) | -9002.0052 | 230.3844 | -9232.3896 | 110689.0853 | 37477.4187 | 73211.6666 |
Avg Daily Profit (%) | -3.9762 | 0.1018 | -4.0779 | 0.3101 | 0.2622 | 0.2918 |
Buy And Hold Return (%) | 11174.2382 | 11174.2382 | 11174.2382 | 11174.2382 | 11174.2382 | 11174.2382 |
Max Trade Drawdown | -9367207 | -68414 | -9366173 | -149474686 | -68855115 | -146412027 |
Profit Factor | 0.0811 | 2.0691 | 0.0364 | 1.2445 | 1.1992 | 1.2767 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 26 | 34 | 58 | 31 | 27 |
Losing Trades | 48 | 28 | 20 | 50 | 23 | 27 |
Profitability (%) | 55.5556 | 48.1481 | 62.963 | 53.7037 | 57.4074 | 50 |
Ratio Avg Win / Avg Loss | 0.0649 | 2.2283 | 0.0214 | 1.0729 | 0.8897 | 1.2767 |
Largest Winning Trade | 105752 | 105752 | 44217 | 128070545 | 29671503 | 128070545 |
Largest Losing Trade | -9213499 | -49940 | -9213499 | -70851255 | -48539267 | -70851255 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 33 | 35 | 31 | 39 | 37 | 41 |
Avg Bars in Losers | 48 | 42 | 56 | 40 | 41 | 39 |
Bars Traded | 4302 | 2115 | 2187 | 4302 | 2115 | 2187 |
Profit Streak | 7.7586 | 134.7586 | 0 | 7.7586 | 134.7586 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579093 | -398394 | -759152 | 366036 | -175041 | -171589 |
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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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