Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2864217.0995 | 23203.0992 | -2887420.1987 | -11422733.4649 | -38021096.6351 | 26598363.1702 |
Total P&L (%) | -2864.2171 | 23.2031 | -2887.4202 | -11422.7335 | -38021.0966 | 26598.3632 |
Avg Daily Profit (%) | -1.5434 | 0.0125 | -1.5559 | 0 | 0 | 0.3015 |
Buy And Hold Return (%) | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 |
Max Trade Drawdown | -3081683 | -134010 | -2988235 | -46003189 | -40379753 | -21536912 |
Profit Factor | 0.2009 | 1.0725 | 0.1155 | 0.8809 | 0.2743 | 1.6113 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 152 | 72 | 80 | 97 | 45 | 52 |
Losing Trades | 63 | 36 | 27 | 118 | 63 | 55 |
Profitability (%) | 70.6977 | 66.6667 | 74.7664 | 45.1163 | 41.6667 | 48.5981 |
Ratio Avg Win / Avg Loss | 0.0833 | 0.5363 | 0.039 | 1.0716 | 0.384 | 1.7043 |
Largest Winning Trade | 48299 | 48299 | 24229 | 31531737 | 1645207 | 31531737 |
Largest Losing Trade | -2074745 | -58195 | -2074745 | -14118911 | -11927368 | -14118911 |
Avg Bars in Trades | 100 | 82 | 118 | 100 | 82 | 118 |
Avg Bars in Winners | 36 | 35 | 37 | 93 | 53 | 127 |
Avg Bars in Losers | 253 | 176 | 356 | 105 | 102 | 109 |
Bars Traded | 21544 | 8890 | 12654 | 21544 | 8890 | 12654 |
Profit Streak | 39.545 | 150.9617 | 39.545 | 0 | 0 | 0 |
Trades During Streak | 3 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575541 | -480917 | -577011 | -579885 | -584285 | 339012 |
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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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