Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2718610.0451 | 24156.6396 | -2742766.6847 | -831778.8816 | 201205664.9452 | -202037443.8268 |
Total P&L (%) | -2718.61 | 24.1566 | -2742.7667 | -831.7789 | 201205.6649 | -202037.4438 |
Avg Daily Profit (%) | -1.3305 | 0.0118 | -1.3424 | 0 | 0.373 | 0 |
Buy And Hold Return (%) | 2885.0619 | 2885.0619 | 2885.0619 | 2885.0619 | 2885.0619 | 2885.0619 |
Max Trade Drawdown | -2879808 | -147620 | -2813683 | -275230623 | -32268802 | -291868444 |
Profit Factor | 0.1986 | 1.0704 | 0.1005 | 0.9977 | 4.2523 | 0.3277 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 17 | 18 | 33 | 16 | 17 |
Losing Trades | 28 | 14 | 14 | 30 | 15 | 15 |
Profitability (%) | 55.5556 | 54.8387 | 56.25 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1589 | 0.8815 | 0.0782 | 0.907 | 3.9866 | 0.2891 |
Largest Winning Trade | 102535 | 102535 | 47184 | 129638001 | 129638001 | 57910745 |
Largest Losing Trade | -1263455 | -73666 | -1263455 | -250123204 | -32268802 | -250123204 |
Avg Bars in Trades | 119 | 125 | 112 | 119 | 125 | 112 |
Avg Bars in Winners | 51 | 50 | 53 | 130 | 146 | 115 |
Avg Bars in Losers | 203 | 217 | 189 | 106 | 103 | 109 |
Bars Traded | 7510 | 3900 | 3610 | 7510 | 3900 | 3610 |
Profit Streak | 0 | 410.1117 | 0 | 333.6117 | 0 | 397.8617 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731057 | -486058 | -580000 | -730882 | 609562 | -579442 |
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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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