Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2637320.4082 | -30491.0711 | -2606829.3371 | -4104549.8026 | -33083474.39 | 28978924.5874 |
Total P&L (%) | -2637.3204 | -30.4911 | -2606.8293 | -4104.5498 | -33083.4744 | 28978.9246 |
Avg Daily Profit (%) | -1.4178 | -0.0164 | -1.4014 | 0 | 0 | 0.3054 |
Buy And Hold Return (%) | 8261.2006 | 8261.2006 | 8261.2006 | 8261.2006 | 8261.2006 | 8261.2006 |
Max Trade Drawdown | -2757920 | -138346 | -2683558 | -58736916 | -38720982 | -28590532 |
Profit Factor | 0.1713 | 0.8954 | 0.0982 | 0.9558 | 0.3655 | 1.71 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 171 | 85 | 86 | 108 | 50 | 58 |
Losing Trades | 39 | 20 | 19 | 102 | 55 | 47 |
Profitability (%) | 81.4286 | 80.9524 | 81.9048 | 51.4286 | 47.619 | 55.2381 |
Ratio Avg Win / Avg Loss | 0.0391 | 0.2107 | 0.0217 | 0.9027 | 0.4021 | 1.3857 |
Largest Winning Trade | 18630 | 18630 | 15442 | 34452749 | 2432988 | 34452749 |
Largest Losing Trade | -1880852 | -60162 | -1880852 | -25024397 | -19051712 | -25024397 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 13 | 16 | 9 | 41 | 32 | 48 |
Avg Bars in Losers | 217 | 196 | 238 | 61 | 68 | 54 |
Bars Traded | 10750 | 5366 | 5384 | 10750 | 5366 | 5384 |
Profit Streak | 43.6493 | 148.316 | 43.6493 | 0 | 0 | 0 |
Trades During Streak | 3 | 14 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574229 | -575126 | -576147 | -579493 | -581978 | 317265 |
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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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