Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3835759.9211 | -107474.2506 | -3728285.6705 | -1255132.0532 | -28766497.139 | 27511365.0858 |
Total P&L (%) | -3835.7599 | -107.4743 | -3728.2857 | -1255.1321 | -28766.4971 | 27511.3651 |
Avg Daily Profit (%) | -2.06 | -0.0577 | -2.0023 | 0 | 0 | 0.3023 |
Buy And Hold Return (%) | 6884.3315 | 6884.3315 | 6884.3315 | 6884.3315 | 6884.3315 | 6884.3315 |
Max Trade Drawdown | -3914152 | -143863 | -3797253 | -42592607 | -38332807 | -14581874 |
Profit Factor | 0.1452 | 0.7264 | 0.0895 | 0.9845 | 0.455 | 1.9716 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 197 | 93 | 104 | 166 | 82 | 84 |
Losing Trades | 76 | 44 | 32 | 107 | 55 | 52 |
Profitability (%) | 72.1612 | 67.8832 | 76.4706 | 60.8059 | 59.854 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.056 | 0.3437 | 0.0275 | 0.6346 | 0.3052 | 1.2205 |
Largest Winning Trade | 11546 | 10165 | 11546 | 21480577 | 2162996 | 21480577 |
Largest Losing Trade | -2793831 | -63896 | -2793831 | -18201243 | -18201243 | -8879902 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 8 | 6 | 9 | 21 | 12 | 30 |
Avg Bars in Losers | 72 | 47 | 107 | 33 | 30 | 36 |
Bars Traded | 7153 | 2708 | 4445 | 7153 | 2708 | 4445 |
Profit Streak | 45.7877 | 82.7877 | 45.7877 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574780 | -577007 | -576705 | -577671 | -579413 | 383487 |
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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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