Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1653635.8291 | 542791.619 | -2196427.4481 | 52179220.9704 | -87916625.2538 | 140095846.2243 |
Total P&L (%) | -1653.6358 | 542.7916 | -2196.4274 | 52179.221 | -87916.6253 | 140095.8462 |
Avg Daily Profit (%) | -0.7285 | 0.2391 | -0.9676 | 0.2761 | 0 | 0.3197 |
Buy And Hold Return (%) | 10267.7071 | 10267.7071 | 10267.7071 | 10267.7071 | 10267.7071 | 10267.7071 |
Max Trade Drawdown | -2114249 | -69161 | -2250217 | -138884755 | -108277543 | -62434301 |
Profit Factor | 0.3797 | 3.8667 | 0.1131 | 1.1521 | 0.5053 | 1.8475 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 16 | 19 | 31 | 16 | 15 |
Losing Trades | 27 | 15 | 12 | 31 | 15 | 16 |
Profitability (%) | 56.4516 | 51.6129 | 61.2903 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2929 | 3.6251 | 0.0715 | 1.1521 | 0.4737 | 1.9706 |
Largest Winning Trade | 374583 | 374583 | 39737 | 231755989 | 27615940 | 231755989 |
Largest Losing Trade | -2105646 | -25210 | -2105646 | -54037400 | -54037400 | -50867622 |
Avg Bars in Trades | 68 | 56 | 81 | 68 | 56 | 81 |
Avg Bars in Winners | 66 | 54 | 76 | 68 | 56 | 80 |
Avg Bars in Losers | 71 | 57 | 89 | 69 | 55 | 82 |
Bars Traded | 4255 | 1736 | 2519 | 4255 | 1736 | 2519 |
Profit Streak | 0 | 166.9241 | 0 | 0 | 166.9241 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738441 | -149305 | -579354 | -204292 | -579641 | 428380 |
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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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