Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2672940.5867 | 82449.8562 | -2755390.4429 | -3960884.4859 | -44087052.2738 | 40126167.7879 |
Total P&L (%) | -2672.9406 | 82.4499 | -2755.3904 | -3960.8845 | -44087.0523 | 40126.1678 |
Avg Daily Profit (%) | -1.4411 | 0.0445 | -1.4856 | 0 | 0 | 0.3239 |
Buy And Hold Return (%) | 6095.1827 | 6095.1827 | 6095.1827 | 6095.1827 | 6095.1827 | 6095.1827 |
Max Trade Drawdown | -2956681 | -88147 | -2917304 | -81558680 | -53010546 | -65225479 |
Profit Factor | 0.2654 | 1.3042 | 0.1818 | 0.9825 | 0.5387 | 1.3072 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 221 | 99 | 122 | 170 | 79 | 91 |
Losing Trades | 78 | 51 | 27 | 129 | 71 | 58 |
Profitability (%) | 73.913 | 66 | 81.8792 | 56.8562 | 52.6667 | 61.0738 |
Ratio Avg Win / Avg Loss | 0.0937 | 0.6719 | 0.0402 | 0.7455 | 0.4842 | 0.8332 |
Largest Winning Trade | 35223 | 35223 | 22510 | 48418105 | 6508793 | 48418105 |
Largest Losing Trade | -2158933 | -41585 | -2158933 | -44038690 | -27598838 | -44038690 |
Avg Bars in Trades | 24 | 9 | 38 | 24 | 9 | 38 |
Avg Bars in Winners | 9 | 4 | 13 | 19 | 6 | 30 |
Avg Bars in Losers | 65 | 18 | 154 | 30 | 12 | 52 |
Bars Traded | 7176 | 1406 | 5771 | 7176 | 1406 | 5771 |
Profit Streak | 0 | 0 | 0 | 77.2381 | 77.2381 | 80.4881 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575836 | -298288 | -576588 | -577083 | -579366 | 328087 |
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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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