Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2862946.711 | 10940.6162 | -2873887.3272 | -2268639.1758 | -86423736.8958 | 84155097.72 |
Total P&L (%) | -2862.9467 | 10.9406 | -2873.8873 | -2268.6392 | -86423.7369 | 84155.0977 |
Avg Daily Profit (%) | -1.5321 | 0.0059 | -1.5379 | 0 | 0 | 0.3611 |
Buy And Hold Return (%) | 9467.7834 | 9467.7834 | 9467.7834 | 9467.7834 | 9467.7834 | 9467.7834 |
Max Trade Drawdown | -3041315 | -114448 | -3003829 | -133269290 | -107236922 | -45866822 |
Profit Factor | 0.2024 | 1.0466 | 0.1434 | 0.9902 | 0.4048 | 1.9811 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 215 | 99 | 116 | 136 | 61 | 75 |
Losing Trades | 51 | 34 | 17 | 130 | 72 | 58 |
Profitability (%) | 80.8271 | 74.4361 | 87.218 | 51.1278 | 45.8647 | 56.391 |
Ratio Avg Win / Avg Loss | 0.048 | 0.3595 | 0.021 | 0.9465 | 0.4778 | 1.5321 |
Largest Winning Trade | 17416 | 13366 | 17416 | 43991792 | 6316041 | 43991792 |
Largest Losing Trade | -2023135 | -60996 | -2023135 | -71853068 | -71853068 | -35917604 |
Avg Bars in Trades | 40 | 16 | 64 | 40 | 16 | 64 |
Avg Bars in Winners | 14 | 7 | 19 | 38 | 11 | 60 |
Avg Bars in Losers | 151 | 42 | 368 | 42 | 20 | 69 |
Bars Traded | 10752 | 2183 | 8569 | 10752 | 2183 | 8569 |
Profit Streak | 52.1428 | 167.1428 | 0 | 0 | 0 | 95.1428 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574853 | -516597 | -576111 | -579240 | -582309 | 517146 |
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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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