Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2668206.0513 | 50570.9225 | -2718776.9738 | -8802659.2507 | -100931690.2608 | 92129031.01 |
Total P&L (%) | -2668.2061 | 50.5709 | -2718.777 | -8802.6593 | -100931.6903 | 92129.031 |
Avg Daily Profit (%) | -1.4368 | 0.0272 | -1.4641 | 0 | 0 | 0.3683 |
Buy And Hold Return (%) | 8189.3137 | 8189.3137 | 8189.3137 | 8189.3137 | 8189.3137 | 8189.3137 |
Max Trade Drawdown | -2864123 | -100831 | -2844285 | -138701330 | -112108179 | -80507212 |
Profit Factor | 0.2223 | 1.2099 | 0.1477 | 0.9688 | 0.3791 | 1.7699 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 163 | 75 | 88 | 102 | 47 | 55 |
Losing Trades | 47 | 30 | 17 | 108 | 58 | 50 |
Profitability (%) | 77.619 | 71.4286 | 83.8095 | 48.5714 | 44.7619 | 52.381 |
Ratio Avg Win / Avg Loss | 0.0641 | 0.4839 | 0.0285 | 1.0258 | 0.4678 | 1.609 |
Largest Winning Trade | 20465 | 20465 | 18435 | 50760421 | 8440460 | 50760421 |
Largest Losing Trade | -1957993 | -45580 | -1957993 | -63550257 | -57258721 | -63550257 |
Avg Bars in Trades | 33 | 14 | 51 | 33 | 14 | 51 |
Avg Bars in Winners | 13 | 7 | 18 | 29 | 11 | 44 |
Avg Bars in Losers | 101 | 33 | 222 | 36 | 17 | 59 |
Bars Traded | 6974 | 1544 | 5430 | 6974 | 1544 | 5430 |
Profit Streak | 79.0335 | 79.0335 | 97.2835 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575135 | -320790 | -575036 | -578567 | -582811 | 463192 |
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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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