Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3044004.0479 | -24494.1734 | -3019509.8745 | 490197.4006 | 116889359.2978 | -116399161.8972 |
Total P&L (%) | -3044.004 | -24.4942 | -3019.5099 | 490.1974 | 116889.3593 | -116399.1619 |
Avg Daily Profit (%) | -1.3102 | -0.0105 | -1.2996 | 0.0764 | 0.3045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3364827 | -162903 | -3294688 | -212938226 | -10740749 | -242659575 |
Profit Factor | 0.3167 | 0.9484 | 0.2414 | 1.0014 | 3.5987 | 0.6261 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 170 | 75 | 95 | 162 | 86 | 76 |
Losing Trades | 153 | 87 | 66 | 161 | 76 | 85 |
Profitability (%) | 52.6316 | 46.2963 | 59.0062 | 50.1548 | 53.0864 | 47.205 |
Ratio Avg Win / Avg Loss | 0.285 | 1.1001 | 0.1677 | 0.9952 | 3.1802 | 0.7003 |
Largest Winning Trade | 37630 | 24147 | 37630 | 43738600 | 18048201 | 43738600 |
Largest Losing Trade | -2937176 | -40750 | -2937176 | -212938226 | -5907197 | -212938226 |
Avg Bars in Trades | 42 | 14 | 69 | 42 | 14 | 69 |
Avg Bars in Winners | 36 | 12 | 55 | 46 | 16 | 80 |
Avg Bars in Losers | 48 | 16 | 91 | 38 | 13 | 60 |
Bars Traded | 13681 | 2413 | 11268 | 13681 | 2413 | 11268 |
Profit Streak | 11.231 | 15.0643 | 0 | 11.231 | 15.0643 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578110 | -579394 | -579322 | -309219 | 621194 | -581576 |
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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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