Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2929500.5869 | -32163.3327 | -2897337.2542 | -3835569.2186 | -42239366.6372 | 38403797.4186 |
Total P&L (%) | -2929.5006 | -32.1633 | -2897.3373 | -3835.5692 | -42239.3666 | 38403.7974 |
Avg Daily Profit (%) | -1.5712 | -0.0173 | -1.5539 | 0 | 0 | 0.3198 |
Buy And Hold Return (%) | 8148.8954 | 8148.8954 | 8148.8954 | 8148.8954 | 8148.8954 | 8148.8954 |
Max Trade Drawdown | -3054872 | -129734 | -2958396 | -74233480 | -53286197 | -30990193 |
Profit Factor | 0.1554 | 0.8887 | 0.0888 | 0.9672 | 0.3948 | 1.8154 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 153 | 74 | 79 | 120 | 57 | 63 |
Losing Trades | 47 | 26 | 21 | 80 | 43 | 37 |
Profitability (%) | 76.5 | 74 | 79 | 60 | 57 | 63 |
Ratio Avg Win / Avg Loss | 0.0477 | 0.3122 | 0.0236 | 0.6448 | 0.2978 | 1.0662 |
Largest Winning Trade | 13436 | 13436 | 12279 | 38516593 | 5302688 | 38516593 |
Largest Losing Trade | -2064142 | -60807 | -2064142 | -26137069 | -25560422 | -26137069 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 9 | 10 | 7 | 26 | 24 | 29 |
Avg Bars in Losers | 117 | 98 | 141 | 46 | 46 | 46 |
Bars Traded | 6937 | 3361 | 3576 | 6937 | 3361 | 3576 |
Profit Streak | 42.6615 | 44.6615 | 0 | 0 | 0 | 44.1615 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575744 | -576689 | -577028 | -578434 | -580158 | 423278 |
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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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