Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3083156.6441 | -19654.3942 | -3063502.2498 | -6606364.6739 | -72459334.7857 | 65852970.1118 |
Total P&L (%) | -3083.1566 | -19.6544 | -3063.5023 | -6606.3647 | -72459.3348 | 65852.9701 |
Avg Daily Profit (%) | -1.6587 | -0.0106 | -1.6481 | 0 | 0 | 0.3498 |
Buy And Hold Return (%) | 4935.7314 | 4935.7314 | 4935.7314 | 4935.7314 | 4935.7314 | 4935.7314 |
Max Trade Drawdown | -3241407 | -128465 | -3161602 | -120358196 | -83838603 | -54762862 |
Profit Factor | 0.1872 | 0.946 | 0.1068 | 0.9689 | 0.4135 | 1.7431 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 305 | 149 | 156 | 224 | 109 | 115 |
Losing Trades | 70 | 39 | 31 | 151 | 79 | 72 |
Profitability (%) | 81.3333 | 79.2553 | 83.4225 | 59.7333 | 57.9787 | 61.4973 |
Ratio Avg Win / Avg Loss | 0.043 | 0.2476 | 0.0212 | 0.6531 | 0.2997 | 1.0914 |
Largest Winning Trade | 17609 | 13814 | 17609 | 78264855 | 4013822 | 78264855 |
Largest Losing Trade | -2286203 | -62286 | -2286203 | -43635836 | -43297494 | -43635836 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 11 | 12 | 10 | 44 | 37 | 51 |
Avg Bars in Losers | 257 | 229 | 294 | 76 | 84 | 67 |
Bars Traded | 21574 | 10788 | 10786 | 21574 | 10788 | 10786 |
Profit Streak | 43.5112 | 76.5946 | 43.5112 | 0 | 0 | 0 |
Trades During Streak | 9 | 11 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573145 | -574896 | -574357 | -577555 | -579314 | 483330 |
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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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