Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3696499.78 | -78210.3606 | -3618289.4195 | -4804039.4479 | -50309955.471 | 45505916.0231 |
Total P&L (%) | -3696.4998 | -78.2104 | -3618.2894 | -4804.0394 | -50309.9555 | 45505.916 |
Avg Daily Profit (%) | -1.9925 | -0.0422 | -1.9504 | 0 | 0 | 0.3306 |
Buy And Hold Return (%) | 6660.5981 | 6660.5981 | 6660.5981 | 6660.5981 | 6660.5981 | 6660.5981 |
Max Trade Drawdown | -3737792 | -123351 | -3665872 | -79949736 | -64410552 | -39552400 |
Profit Factor | 0.1419 | 0.7732 | 0.087 | 0.9702 | 0.4886 | 1.7229 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 211 | 98 | 113 | 156 | 76 | 80 |
Losing Trades | 68 | 42 | 26 | 123 | 64 | 59 |
Profitability (%) | 75.6272 | 70 | 81.295 | 55.914 | 54.2857 | 57.554 |
Ratio Avg Win / Avg Loss | 0.0457 | 0.3314 | 0.02 | 0.765 | 0.4114 | 1.2707 |
Largest Winning Trade | 14078 | 14078 | 13207 | 33947620 | 3430346 | 33947620 |
Largest Losing Trade | -2765905 | -60680 | -2765905 | -34526807 | -34526807 | -31128473 |
Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Winners | 11 | 10 | 13 | 31 | 19 | 43 |
Avg Bars in Losers | 120 | 79 | 186 | 46 | 45 | 48 |
Bars Traded | 10716 | 4377 | 6339 | 10716 | 4377 | 6339 |
Profit Streak | 35.6403 | 35.6403 | 38.807 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575005 | -577825 | -576124 | -578551 | -580405 | 431629 |
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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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