Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2381503.9841 | 19846.2652 | -2401350.2494 | 91275.2406 | 38175268.7715 | -38083993.5308 |
Total P&L (%) | -2381.504 | 19.8463 | -2401.3502 | 91.2752 | 38175.2688 | -38083.9935 |
Avg Daily Profit (%) | -1.1655 | 0.0097 | -1.1753 | 0.0317 | 0.2915 | 0 |
Buy And Hold Return (%) | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 |
Max Trade Drawdown | -2507792 | -126902 | -2494638 | -170104689 | -23401005 | -146703683 |
Profit Factor | 0.2304 | 1.0586 | 0.1286 | 1.0005 | 2.1325 | 0.7706 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 16 | 23 | 37 | 20 | 17 |
Losing Trades | 28 | 17 | 11 | 30 | 13 | 17 |
Profitability (%) | 58.209 | 48.4848 | 67.6471 | 55.2239 | 60.6061 | 50 |
Ratio Avg Win / Avg Loss | 0.1654 | 1.1248 | 0.0615 | 0.8112 | 1.3861 | 0.7706 |
Largest Winning Trade | 88928 | 88928 | 47184 | 63322432 | 33529381 | 63322432 |
Largest Losing Trade | -1377014 | -72448 | -1377014 | -146703683 | -19280765 | -146703683 |
Avg Bars in Trades | 117 | 129 | 106 | 117 | 129 | 106 |
Avg Bars in Winners | 57 | 56 | 58 | 128 | 136 | 119 |
Avg Bars in Losers | 200 | 197 | 206 | 103 | 117 | 93 |
Bars Traded | 7872 | 4257 | 3615 | 7872 | 4257 | 3615 |
Profit Streak | 0 | 428.8302 | 0 | 0 | 428.8302 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700713 | -500973 | -578507 | -658269 | 520328 | -580795 |
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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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