Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2352608.8562 | -4631.7523 | -2347977.1039 | -2700222.6977 | -22198622.9154 | 19498400.2177 |
Total P&L (%) | -2352.6089 | -4.6318 | -2347.9771 | -2700.2227 | -22198.6229 | 19498.4002 |
Avg Daily Profit (%) | -1.2683 | -0.0025 | -1.2658 | 0 | 0 | 0.2849 |
Buy And Hold Return (%) | 7450.1754 | 7450.1754 | 7450.1754 | 7450.1754 | 7450.1754 | 7450.1754 |
Max Trade Drawdown | -2472138 | -162054 | -2387299 | -27242043 | -23345331 | -5847595 |
Profit Factor | 0.1516 | 0.9802 | 0.0754 | 0.9289 | 0.1583 | 2.6813 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 60 | 30 | 30 | 31 | 12 | 19 |
Losing Trades | 18 | 9 | 9 | 47 | 27 | 20 |
Profitability (%) | 76.9231 | 76.9231 | 76.9231 | 39.7436 | 30.7692 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.0455 | 0.2941 | 0.0226 | 1.4083 | 0.3562 | 2.8224 |
Largest Winning Trade | 21948 | 21948 | 12679 | 24009729 | 1395772 | 24009729 |
Largest Losing Trade | -1613020 | -61046 | -1613020 | -9999174 | -9999174 | -3612407 |
Avg Bars in Trades | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Winners | 26 | 30 | 22 | 57 | 44 | 66 |
Avg Bars in Losers | 199 | 179 | 219 | 71 | 73 | 69 |
Bars Traded | 5161 | 2520 | 2641 | 5161 | 2520 | 2641 |
Profit Streak | 95.9 | 142.2333 | 95.9 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614347 | -575916 | -576308 | -621877 | -588236 | 358174 |
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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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