Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2701790.9059 | -24025.9699 | -2677764.936 | -3640221.8931 | -40196101.8869 | 36555879.9938 |
Total P&L (%) | -2701.7909 | -24.026 | -2677.7649 | -3640.2219 | -40196.1019 | 36555.88 |
Avg Daily Profit (%) | -1.4453 | -0.0129 | -1.4325 | 0 | 0 | 0.3163 |
Buy And Hold Return (%) | 6477.0201 | 6477.0201 | 6477.0201 | 6477.0201 | 6477.0201 | 6477.0201 |
Max Trade Drawdown | -2759892 | -125152 | -2737268 | -62664810 | -48992052 | -30685080 |
Profit Factor | 0.191 | 0.9206 | 0.1183 | 0.9681 | 0.4081 | 1.7926 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 188 | 89 | 99 | 129 | 59 | 70 |
Losing Trades | 49 | 30 | 19 | 108 | 60 | 48 |
Profitability (%) | 79.3249 | 74.7899 | 83.8983 | 54.4304 | 49.5798 | 59.322 |
Ratio Avg Win / Avg Loss | 0.0498 | 0.3103 | 0.0227 | 0.8105 | 0.415 | 1.2292 |
Largest Winning Trade | 11687 | 9603 | 11687 | 27694827 | 2563569 | 27694827 |
Largest Losing Trade | -1831337 | -60361 | -1831337 | -24455892 | -21976170 | -24455892 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 7 | 5 | 9 | 19 | 10 | 27 |
Avg Bars in Losers | 80 | 49 | 130 | 26 | 22 | 30 |
Bars Traded | 5357 | 1956 | 3400 | 5357 | 1956 | 3400 |
Profit Streak | 52.6778 | 90.3445 | 52.6778 | 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 | -574049 | -575886 | -575631 | -578685 | -580901 | 419847 |
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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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