Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2717206.3468 | 3424.6676 | -2720631.0144 | -6059710.552 | -46035699.5248 | 39975988.9728 |
Total P&L (%) | -2717.2063 | 3.4247 | -2720.631 | -6059.7106 | -46035.6995 | 39975.989 |
Avg Daily Profit (%) | -1.4613 | 0.0018 | -1.4631 | 0 | 0 | 0.3228 |
Buy And Hold Return (%) | 8451.3071 | 8451.3071 | 8451.3071 | 8451.3071 | 8451.3071 | 8451.3071 |
Max Trade Drawdown | -2836737 | -130976 | -2777015 | -77948833 | -56455353 | -32823702 |
Profit Factor | 0.1809 | 1.0116 | 0.0998 | 0.9534 | 0.4052 | 1.7597 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 195 | 98 | 97 | 148 | 72 | 76 |
Losing Trades | 45 | 22 | 23 | 92 | 48 | 44 |
Profitability (%) | 81.25 | 81.6667 | 80.8333 | 61.6667 | 60 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.0417 | 0.2271 | 0.0237 | 0.5927 | 0.2702 | 1.0188 |
Largest Winning Trade | 18852 | 18852 | 11998 | 44169057 | 3206487 | 44169057 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -28720933 | -28720933 | -26607658 |
Avg Bars in Trades | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Winners | 10 | 12 | 8 | 31 | 25 | 37 |
Avg Bars in Losers | 186 | 172 | 200 | 62 | 66 | 56 |
Bars Traded | 10406 | 5030 | 5376 | 10406 | 5030 | 5376 |
Profit Streak | 37.9617 | 37.9617 | 43.4617 | 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 | -574522 | -560905 | -576212 | -578009 | -579717 | 404379 |
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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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