Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2185080.274 | 198171.9778 | -2383252.2518 | -55741503.6305 | 32743025.5211 | -88484529.1516 |
Total P&L (%) | -2185.0803 | 198.172 | -2383.2523 | -55741.5036 | 32743.0255 | -88484.5292 |
Avg Daily Profit (%) | -0.9611 | 0.0872 | -1.0483 | 0 | 0.2552 | 0 |
Buy And Hold Return (%) | 9737.4378 | 9737.4378 | 9737.4378 | 9737.4378 | 9737.4378 | 9737.4378 |
Max Trade Drawdown | -2338637 | -63297 | -2440895 | -115494596 | -18983613 | -124921937 |
Profit Factor | 0.2268 | 2.3025 | 0.1087 | 0.709 | 1.6963 | 0.3878 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 71 | 36 | 35 | 66 | 33 | 33 |
Losing Trades | 19 | 9 | 10 | 24 | 12 | 12 |
Profitability (%) | 78.8889 | 80 | 77.7778 | 73.3333 | 73.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.0607 | 0.5756 | 0.031 | 0.2578 | 0.6168 | 0.141 |
Largest Winning Trade | 35722 | 35722 | 30008 | 30636219 | 30636219 | 10799696 |
Largest Losing Trade | -2140013 | -48470 | -2140013 | -100596282 | -13485216 | -100596282 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 27 | 29 | 25 | 32 | 36 | 27 |
Avg Bars in Losers | 119 | 119 | 119 | 86 | 76 | 95 |
Bars Traded | 4203 | 2134 | 2069 | 4203 | 2134 | 2069 |
Profit Streak | 139.5722 | 139.5722 | 253.5722 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575132 | -235840 | -575758 | -577235 | 332913 | -577687 |
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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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