Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2367836.5758 | 9147.2944 | -2376983.8702 | -5778637.5863 | -28317113.081 | 22538475.4947 |
Total P&L (%) | -2367.8366 | 9.1473 | -2376.9839 | -5778.6376 | -28317.1131 | 22538.4755 |
Avg Daily Profit (%) | -1.2659 | 0.0049 | -1.2708 | 0 | 0 | 0.2903 |
Buy And Hold Return (%) | 8617.2118 | 8617.2118 | 8617.2118 | 8617.2118 | 8617.2118 | 8617.2118 |
Max Trade Drawdown | -2488708 | -145751 | -2434616 | -42565395 | -32165934 | -16695055 |
Profit Factor | 0.1654 | 1.0391 | 0.0869 | 0.9148 | 0.2786 | 1.7888 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 70 | 37 | 33 | 43 | 17 | 26 |
Losing Trades | 22 | 9 | 13 | 49 | 29 | 20 |
Profitability (%) | 76.087 | 80.4348 | 71.7391 | 46.7391 | 36.9565 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.052 | 0.2528 | 0.0342 | 1.0424 | 0.4752 | 1.376 |
Largest Winning Trade | 35089 | 35089 | 20676 | 31098057 | 3036742 | 31098057 |
Largest Losing Trade | -1645017 | -58132 | -1645017 | -15444381 | -14130836 | -15444381 |
Avg Bars in Trades | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Winners | 23 | 26 | 20 | 57 | 40 | 68 |
Avg Bars in Losers | 237 | 261 | 220 | 90 | 91 | 87 |
Bars Traded | 6877 | 3344 | 3533 | 6877 | 3344 | 3533 |
Profit Streak | 56.8032 | 159.8032 | 56.8032 | 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 | -575473 | -525847 | -577325 | -580134 | -585776 | 308062 |
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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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