Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2557911.7019 | 26245.7766 | -2584157.4785 | -5509676.1739 | -68287570.0486 | 62777893.8748 |
Total P&L (%) | -2557.9117 | 26.2458 | -2584.1575 | -5509.6762 | -68287.57 | 62777.8939 |
Avg Daily Profit (%) | -1.3686 | 0.014 | -1.3826 | 0 | 0 | 0.3454 |
Buy And Hold Return (%) | 10871.752 | 10871.752 | 10871.752 | 10871.752 | 10871.752 | 10871.752 |
Max Trade Drawdown | -2668526 | -148824 | -2639721 | -79008990 | -70946676 | -24465836 |
Profit Factor | 0.1917 | 1.0952 | 0.1055 | 0.9596 | 0.2124 | 2.2601 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 126 | 62 | 64 | 97 | 47 | 50 |
Losing Trades | 66 | 34 | 32 | 95 | 49 | 46 |
Profitability (%) | 65.625 | 64.5833 | 66.6667 | 50.5208 | 48.9583 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.1004 | 0.6006 | 0.0527 | 0.9399 | 0.2214 | 2.0793 |
Largest Winning Trade | 31777 | 17911 | 31777 | 75508910 | 3223005 | 75508910 |
Largest Losing Trade | -1861890 | -58969 | -1861890 | -28447252 | -28447252 | -20099656 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 9 | 10 | 8 | 20 | 15 | 24 |
Avg Bars in Losers | 60 | 52 | 69 | 34 | 35 | 32 |
Bars Traded | 5210 | 2454 | 2756 | 5210 | 2454 | 2756 |
Profit Streak | 0 | 0 | 0 | 75.5704 | 75.5704 | 98.2371 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577469 | -455214 | -578359 | -578462 | -580645 | 503052 |
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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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