Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2859659.9036 | 43580.2 | -2903240.1035 | -12431785.4885 | -120804050.0692 | 108372264.5807 |
Total P&L (%) | -2859.6599 | 43.5802 | -2903.2401 | -12431.7855 | -120804.0501 | 108372.2646 |
Avg Daily Profit (%) | -1.538 | 0.0234 | -1.5614 | 0 | 0 | 0.3766 |
Buy And Hold Return (%) | 5460.5967 | 5460.5967 | 5460.5967 | 5460.5967 | 5460.5967 | 5460.5967 |
Max Trade Drawdown | -3073823 | -109151 | -3039659 | -201348744 | -163379092 | -101318056 |
Profit Factor | 0.2246 | 1.1721 | 0.1547 | 0.9689 | 0.4564 | 1.6111 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 222 | 105 | 117 | 147 | 67 | 80 |
Losing Trades | 51 | 32 | 19 | 126 | 70 | 56 |
Profitability (%) | 81.3187 | 76.6423 | 86.0294 | 53.8462 | 48.9051 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.0516 | 0.3572 | 0.0251 | 0.8305 | 0.4768 | 1.1278 |
Largest Winning Trade | 18242 | 12337 | 18242 | 47447029 | 8234878 | 47447029 |
Largest Losing Trade | -2067678 | -47087 | -2067678 | -78752272 | -78752272 | -65581377 |
Avg Bars in Trades | 78 | 30 | 127 | 78 | 30 | 127 |
Avg Bars in Winners | 26 | 11 | 40 | 70 | 20 | 111 |
Avg Bars in Losers | 304 | 91 | 663 | 89 | 39 | 150 |
Bars Traded | 21518 | 4144 | 17374 | 21518 | 4144 | 17374 |
Profit Streak | 43.1199 | 98.7032 | 0 | 0 | 0 | 85.3699 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574780 | -355238 | -576218 | -578851 | -581394 | 467786 |
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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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