Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5769712.1985 | 80437.4124 | -5850149.6109 | -8303577.8626 | 10701846.3923 | -19005424.2548 |
Total P&L (%) | -5769.7122 | 80.4374 | -5850.1496 | -8303.5779 | 10701.8464 | -19005.4243 |
Avg Daily Profit (%) | -2.9385 | 0.041 | -2.9795 | 0 | 0.2388 | 0 |
Buy And Hold Return (%) | 1861.7373 | 1861.7373 | 1861.7373 | 1861.7373 | 1861.7373 | 1861.7373 |
Max Trade Drawdown | -5952151 | -77611 | -5939864 | -46412189 | -17992597 | -28419592 |
Profit Factor | 0.0752 | 1.414 | 0.0321 | 0.8897 | 1.3405 | 0.5664 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 55 | 27 | 28 | 35 | 19 | 16 |
Losing Trades | 17 | 9 | 8 | 37 | 17 | 20 |
Profitability (%) | 76.3889 | 75 | 77.7778 | 48.6111 | 52.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0232 | 0.4713 | 0.0092 | 0.9405 | 1.1994 | 0.708 |
Largest Winning Trade | 40531 | 40531 | 35715 | 22029528 | 22029528 | 10626837 |
Largest Losing Trade | -5908503 | -57943 | -5908503 | -24943652 | -13255937 | -24943652 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 48 | 46 | 49 | 125 | 133 | 115 |
Avg Bars in Losers | 286 | 284 | 288 | 84 | 75 | 92 |
Bars Traded | 7521 | 3818 | 3703 | 7521 | 3818 | 3703 |
Profit Streak | 399.2322 | 0 | 626.7322 | 0 | 587.4822 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660271 | -301610 | -575830 | -665095 | 330561 | -582940 |
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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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