Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2691570.7398 | -24492.5554 | -2667078.1844 | -4145959.2666 | -44004148.5631 | 39858189.2965 |
Total P&L (%) | -2691.5707 | -24.4926 | -2667.0782 | -4145.9593 | -44004.1486 | 39858.1893 |
Avg Daily Profit (%) | -1.4427 | -0.0131 | -1.4296 | 0 | 0 | 0.3216 |
Buy And Hold Return (%) | 7292.5712 | 7292.5712 | 7292.5712 | 7292.5712 | 7292.5712 | 7292.5712 |
Max Trade Drawdown | -2763994 | -135138 | -2728119 | -69775641 | -55513534 | -30494480 |
Profit Factor | 0.1899 | 0.92 | 0.1158 | 0.9652 | 0.401 | 1.8724 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 181 | 85 | 96 | 124 | 57 | 67 |
Losing Trades | 50 | 31 | 19 | 107 | 59 | 48 |
Profitability (%) | 78.355 | 73.2759 | 83.4783 | 53.6797 | 49.1379 | 58.2609 |
Ratio Avg Win / Avg Loss | 0.0524 | 0.3355 | 0.0229 | 0.8329 | 0.4151 | 1.3414 |
Largest Winning Trade | 11687 | 9603 | 11687 | 29882593 | 2831038 | 29882593 |
Largest Losing Trade | -1831337 | -58541 | -1831337 | -24007709 | -22652390 | -24007709 |
Avg Bars in Trades | 23 | 17 | 29 | 23 | 17 | 29 |
Avg Bars in Winners | 7 | 5 | 9 | 20 | 11 | 28 |
Avg Bars in Losers | 80 | 48 | 131 | 26 | 22 | 30 |
Bars Traded | 5357 | 1974 | 3382 | 5357 | 1974 | 3382 |
Profit Streak | 48.8669 | 86.5336 | 48.8669 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574198 | -576087 | -575681 | -578814 | -581081 | 417502 |
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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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