Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8366416.6637 | 202424.2451 | -8568840.9087 | 96063164.5343 | -155573540.1644 | 251636704.6987 |
Total P&L (%) | -8366.4167 | 202.4242 | -8568.8409 | 96063.1645 | -155573.5402 | 251636.7047 |
Avg Daily Profit (%) | -3.6848 | 0.0892 | -3.774 | 0.303 | 0 | 0.3455 |
Buy And Hold Return (%) | 10921.021 | 10921.021 | 10921.021 | 10921.021 | 10921.021 | 10921.021 |
Max Trade Drawdown | -8530340 | -73776 | -8631730 | -228477505 | -188530288 | -99757686 |
Profit Factor | 0.0732 | 2.0954 | 0.0309 | 1.1963 | 0.4765 | 2.3087 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 18 | 23 | 37 | 19 | 18 |
Losing Trades | 39 | 22 | 17 | 43 | 21 | 22 |
Profitability (%) | 51.25 | 45 | 57.5 | 46.25 | 47.5 | 45 |
Ratio Avg Win / Avg Loss | 0.0696 | 2.561 | 0.0228 | 1.3902 | 0.5267 | 2.8217 |
Largest Winning Trade | 106958 | 106958 | 43343 | 344351761 | 63626992 | 344351761 |
Largest Losing Trade | -8528764 | -37238 | -8528764 | -85459453 | -85459453 | -58615395 |
Avg Bars in Trades | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Winners | 41 | 56 | 29 | 57 | 67 | 47 |
Avg Bars in Losers | 65 | 53 | 80 | 48 | 42 | 54 |
Bars Traded | 4229 | 2183 | 2046 | 4229 | 2183 | 2046 |
Profit Streak | 57.1157 | 57.1157 | 61.1157 | 57.1157 | 57.1157 | 61.1157 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603413 | -237082 | -579217 | -19981 | -581160 | 443549 |
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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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