Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2515065.4118 | 35667.7358 | -2550733.1476 | -7951466.6166 | -45876210.5541 | 37924743.9375 |
Total P&L (%) | -2515.0654 | 35.6677 | -2550.7331 | -7951.4666 | -45876.2106 | 37924.7439 |
Avg Daily Profit (%) | -1.3517 | 0.0192 | -1.3709 | 0 | 0 | 0.3198 |
Buy And Hold Return (%) | 9267.4304 | 9267.4304 | 9267.4304 | 9267.4304 | 9267.4304 | 9267.4304 |
Max Trade Drawdown | -2646029 | -133528 | -2631987 | -90879520 | -57398036 | -52431272 |
Profit Factor | 0.2189 | 1.1194 | 0.1268 | 0.9513 | 0.4534 | 1.4782 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 229 | 114 | 115 | 168 | 81 | 87 |
Losing Trades | 83 | 42 | 41 | 144 | 75 | 69 |
Profitability (%) | 73.3974 | 73.0769 | 73.7179 | 53.8462 | 51.9231 | 55.7692 |
Ratio Avg Win / Avg Loss | 0.0794 | 0.4124 | 0.0452 | 0.8154 | 0.4198 | 1.1723 |
Largest Winning Trade | 18852 | 18852 | 11228 | 43739781 | 3377667 | 43739781 |
Largest Losing Trade | -1845982 | -57326 | -1845982 | -47854549 | -27587600 | -47854549 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 3 | 3 | 3 | 13 | 10 | 16 |
Avg Bars in Losers | 52 | 49 | 55 | 20 | 21 | 18 |
Bars Traded | 5200 | 2519 | 2680 | 5200 | 2519 | 2680 |
Profit Streak | 44.2901 | 44.2901 | 44.6235 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574340 | -419388 | -576176 | -578370 | -579989 | 337733 |
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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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