Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2875422.8456 | -63308.5233 | -2812114.3223 | -1020302.0214 | -21200434.4323 | 20180132.4109 |
Total P&L (%) | -2875.4228 | -63.3085 | -2812.1143 | -1020.302 | -21200.4344 | 20180.1324 |
Avg Daily Profit (%) | -1.5403 | -0.0339 | -1.5064 | 0 | 0 | 0.285 |
Buy And Hold Return (%) | 8048.0975 | 8048.0975 | 8048.0975 | 8048.0975 | 8048.0975 | 8048.0975 |
Max Trade Drawdown | -2992700 | -163656 | -2876434 | -32008243 | -25219347 | -9911487 |
Profit Factor | 0.1419 | 0.7789 | 0.0824 | 0.9822 | 0.3256 | 1.7758 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 128 | 61 | 67 | 87 | 42 | 45 |
Losing Trades | 42 | 24 | 18 | 83 | 43 | 40 |
Profitability (%) | 75.2941 | 71.7647 | 78.8235 | 51.1765 | 49.4118 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.0466 | 0.3065 | 0.0221 | 0.9371 | 0.3333 | 1.5785 |
Largest Winning Trade | 15358 | 15358 | 15329 | 33290344 | 1833095 | 33290344 |
Largest Losing Trade | -2064142 | -62947 | -2064142 | -10932690 | -10932690 | -6255630 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 11 | 10 | 11 | 30 | 27 | 33 |
Avg Bars in Losers | 131 | 110 | 159 | 51 | 50 | 52 |
Bars Traded | 6933 | 3321 | 3612 | 6933 | 3321 | 3612 |
Profit Streak | 49.2913 | 82.0413 | 49.2913 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575191 | -576593 | -576527 | -579735 | -581333 | 310941 |
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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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