Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2703148.4317 | -97376.5214 | -2605771.9103 | -1227282.9937 | -16177408.9329 | 14950125.9392 |
Total P&L (%) | -2703.1484 | -97.3765 | -2605.7719 | -1227.283 | -16177.4089 | 14950.1259 |
Avg Daily Profit (%) | -1.4542 | -0.0524 | -1.4018 | 0 | 0 | 0.2701 |
Buy And Hold Return (%) | 5003.4047 | 5003.4047 | 5003.4047 | 5003.4047 | 5003.4047 | 5003.4047 |
Max Trade Drawdown | -2742985 | -149641 | -2647800 | -24333636 | -18909855 | -8185008 |
Profit Factor | 0.1437 | 0.6938 | 0.0821 | 0.968 | 0.3263 | 2.0428 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 132 | 65 | 67 | 101 | 47 | 54 |
Losing Trades | 39 | 21 | 18 | 70 | 39 | 31 |
Profitability (%) | 77.193 | 75.5814 | 78.8235 | 59.0643 | 54.6512 | 63.5294 |
Ratio Avg Win / Avg Loss | 0.0425 | 0.2241 | 0.0221 | 0.6709 | 0.2708 | 1.1727 |
Largest Winning Trade | 25070 | 25070 | 10417 | 18204044 | 1533100 | 18204044 |
Largest Losing Trade | -1770305 | -61534 | -1770305 | -9847324 | -9847324 | -6869104 |
Avg Bars in Trades | 126 | 125 | 126 | 126 | 125 | 126 |
Avg Bars in Winners | 35 | 42 | 28 | 93 | 80 | 105 |
Avg Bars in Losers | 432 | 382 | 491 | 172 | 180 | 163 |
Bars Traded | 21572 | 10808 | 10764 | 21572 | 10808 | 10764 |
Profit Streak | 43.5448 | 75.7948 | 43.5448 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574935 | -576039 | -576537 | -578707 | -580499 | 359697 |
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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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