Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2708020.2132 | 14524.7102 | -2722544.9234 | 50135540.9089 | -13369911.3341 | 63505452.243 |
Total P&L (%) | -2708.0202 | 14.5247 | -2722.5449 | 50135.5409 | -13369.9113 | 63505.4522 |
Avg Daily Profit (%) | -1.4608 | 0.0078 | -1.4686 | 0.336 | 0 | 0.3488 |
Buy And Hold Return (%) | 6069.2991 | 6069.2991 | 6069.2991 | 6069.2991 | 6069.2991 | 6069.2991 |
Max Trade Drawdown | -2817895 | -25320 | -2817818 | -109843612 | -20204674 | -109000250 |
Profit Factor | 0.1552 | 1.2522 | 0.1352 | 1.195 | 0.6261 | 1.2868 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 50 | 24 | 26 | 48 | 22 | 26 |
Losing Trades | 23 | 13 | 10 | 25 | 15 | 10 |
Profitability (%) | 68.4932 | 64.8649 | 72.2222 | 65.7534 | 59.4595 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.0714 | 0.6783 | 0.052 | 0.6224 | 0.4269 | 0.4949 |
Largest Winning Trade | 50595 | 16124 | 50595 | 102206519 | 3831127 | 102206519 |
Largest Losing Trade | -1614390 | -25320 | -1614390 | -104823791 | -19849873 | -104823791 |
Avg Bars in Trades | 286 | 4 | 575 | 286 | 4 | 575 |
Avg Bars in Winners | 150 | 3 | 286 | 239 | 3 | 438 |
Avg Bars in Losers | 580 | 6 | 1327 | 376 | 6 | 932 |
Bars Traded | 20894 | 160 | 20734 | 20894 | 160 | 20734 |
Profit Streak | 100.5062 | 194.9228 | 100.5062 | 100.5062 | 194.9228 | 100.5062 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653024 | -346442 | -577339 | -71146 | -577908 | 399066 |
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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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