Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2599410.6782 | 106345.1395 | -2705755.8177 | 72653700.3648 | -7986321.6119 | 80640021.9766 |
Total P&L (%) | -2599.4107 | 106.3451 | -2705.7558 | 72653.7004 | -7986.3216 | 80640.022 |
Avg Daily Profit (%) | -1.399 | 0.0572 | -1.4563 | 0.3553 | 0 | 0.3609 |
Buy And Hold Return (%) | 7682.1659 | 7682.1659 | 7682.1659 | 7682.1659 | 7682.1659 | 7682.1659 |
Max Trade Drawdown | -2790061 | -24110 | -2823779 | -220733696 | -42986412 | -208094050 |
Profit Factor | 0.1897 | 2.507 | 0.1375 | 1.218 | 0.8777 | 1.3009 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 26 | 27 | 51 | 23 | 28 |
Losing Trades | 30 | 16 | 14 | 32 | 19 | 13 |
Profitability (%) | 63.8554 | 61.9048 | 65.8537 | 61.4458 | 54.7619 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.1074 | 1.5427 | 0.0713 | 0.7642 | 0.7251 | 0.604 |
Largest Winning Trade | 55994 | 40729 | 55994 | 84859575 | 16123217 | 84859575 |
Largest Losing Trade | -1897507 | -12065 | -1897507 | -203471217 | -18538086 | -203471217 |
Avg Bars in Trades | 259 | 30 | 493 | 259 | 30 | 493 |
Avg Bars in Winners | 154 | 26 | 278 | 248 | 25 | 431 |
Avg Bars in Losers | 442 | 37 | 906 | 275 | 36 | 625 |
Bars Traded | 21497 | 1279 | 20218 | 21497 | 1279 | 20218 |
Profit Streak | 103.5296 | 750.7796 | 103.5296 | 103.5296 | 779.113 | 103.5296 |
Trades During Streak | 3 | 10 | 1 | 3 | 11 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578626 | -274464 | -578126 | 328328 | -578668 | 388938 |
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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) |
---|