Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2753906.092 | 13784.9808 | -2767691.0728 | -7141289.9824 | -83689517.8448 | 76548227.8624 |
Total P&L (%) | -2753.9061 | 13.785 | -2767.6911 | -7141.29 | -83689.5178 | 76548.2279 |
Avg Daily Profit (%) | -1.4788 | 0.0074 | -1.4862 | 0 | 0 | 0.3573 |
Buy And Hold Return (%) | 9389.9524 | 9389.9524 | 9389.9524 | 9389.9524 | 9389.9524 | 9389.9524 |
Max Trade Drawdown | -2931752 | -122445 | -2892681 | -115173646 | -95243062 | -52728289 |
Profit Factor | 0.2119 | 1.052 | 0.1429 | 0.9685 | 0.398 | 1.8735 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 189 | 87 | 102 | 132 | 61 | 71 |
Losing Trades | 55 | 35 | 20 | 112 | 61 | 51 |
Profitability (%) | 77.459 | 71.3115 | 83.6066 | 54.0984 | 50 | 58.1967 |
Ratio Avg Win / Avg Loss | 0.0617 | 0.4232 | 0.028 | 0.8218 | 0.398 | 1.3458 |
Largest Winning Trade | 22510 | 15925 | 22510 | 43843130 | 8025056 | 43843130 |
Largest Losing Trade | -1957993 | -58742 | -1957993 | -56845688 | -56845688 | -27782971 |
Avg Bars in Trades | 29 | 15 | 43 | 29 | 15 | 43 |
Avg Bars in Winners | 10 | 6 | 14 | 25 | 10 | 38 |
Avg Bars in Losers | 94 | 37 | 194 | 33 | 19 | 50 |
Bars Traded | 7158 | 1841 | 5317 | 7158 | 1841 | 5317 |
Profit Streak | 44.9126 | 167.9126 | 0 | 0 | 0 | 81.4126 |
Trades During Streak | 1 | 12 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575108 | -509318 | -576490 | -578692 | -580730 | 475826 |
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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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