Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2503611.0107 | -23335.4848 | -2480275.5259 | -1837092.1133 | -30305840.266 | 28468748.1527 |
Total P&L (%) | -2503.611 | -23.3355 | -2480.2755 | -1837.0921 | -30305.8403 | 28468.7482 |
Avg Daily Profit (%) | -1.3489 | -0.0126 | -1.3364 | 0 | 0 | 0.3051 |
Buy And Hold Return (%) | 6919.8052 | 6919.8052 | 6919.8052 | 6919.8052 | 6919.8052 | 6919.8052 |
Max Trade Drawdown | -2661027 | -138146 | -2579125 | -32128600 | -30333001 | -12019710 |
Profit Factor | 0.1799 | 0.8981 | 0.1216 | 0.9693 | 0.1638 | 2.2099 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 144 | 70 | 74 | 91 | 40 | 51 |
Losing Trades | 43 | 24 | 19 | 96 | 54 | 42 |
Profitability (%) | 77.0053 | 74.4681 | 79.5699 | 48.6631 | 42.5532 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.0537 | 0.3079 | 0.0312 | 1.0225 | 0.2212 | 1.8199 |
Largest Winning Trade | 13343 | 13343 | 11528 | 26522346 | 992035 | 26522346 |
Largest Losing Trade | -1658886 | -57330 | -1658886 | -14285201 | -14285201 | -7049593 |
Avg Bars in Trades | 28 | 13 | 43 | 28 | 13 | 43 |
Avg Bars in Winners | 9 | 5 | 12 | 27 | 9 | 41 |
Avg Bars in Losers | 93 | 36 | 165 | 29 | 17 | 45 |
Bars Traded | 5345 | 1290 | 4055 | 5345 | 1290 | 4055 |
Profit Streak | 38.1322 | 173.7989 | 0 | 0 | 0 | 74.7989 |
Trades During Streak | 1 | 11 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575474 | -575780 | -576972 | -578374 | -583699 | 428407 |
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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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