Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2378341.2841 | 40594.2291 | -2418935.5133 | 17246219.4374 | -18581997.0592 | 35828216.4966 |
Total P&L (%) | -2378.3413 | 40.5942 | -2418.9355 | 17246.2194 | -18581.9971 | 35828.2165 |
Avg Daily Profit (%) | -1.277 | 0.0218 | -1.2988 | 0.2772 | 0 | 0.3164 |
Buy And Hold Return (%) | 6869.8314 | 6869.8314 | 6869.8314 | 6869.8314 | 6869.8314 | 6869.8314 |
Max Trade Drawdown | -2442986 | -43983 | -2470308 | -62449417 | -20674074 | -58223347 |
Profit Factor | 0.1614 | 1.5319 | 0.1235 | 1.161 | 0.3072 | 1.4462 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 20 | 20 | 34 | 15 | 19 |
Losing Trades | 25 | 13 | 12 | 31 | 18 | 13 |
Profitability (%) | 61.5385 | 60.6061 | 62.5 | 52.3077 | 45.4545 | 59.375 |
Ratio Avg Win / Avg Loss | 0.1009 | 0.9957 | 0.0741 | 1.0586 | 0.3686 | 0.9895 |
Largest Winning Trade | 42431 | 30792 | 42431 | 23517112 | 2441484 | 23517112 |
Largest Losing Trade | -1441703 | -30126 | -1441703 | -57355867 | -17535202 | -57355867 |
Avg Bars in Trades | 322 | 16 | 637 | 322 | 16 | 637 |
Avg Bars in Winners | 148 | 11 | 285 | 290 | 12 | 510 |
Avg Bars in Losers | 600 | 24 | 1224 | 357 | 20 | 824 |
Bars Traded | 20966 | 556 | 20410 | 20966 | 556 | 20410 |
Profit Streak | 45.3152 | 201.4818 | 0 | 45.3152 | 201.4818 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714725 | -327084 | -579190 | -173421 | -581316 | 300115 |
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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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