Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2370957.9563 | 24179.4979 | -2395137.4542 | -10906229.7299 | -32684928.9603 | 21778699.2305 |
Total P&L (%) | -2370.958 | 24.1795 | -2395.1375 | -10906.2297 | -32684.929 | 21778.6992 |
Avg Daily Profit (%) | -1.2777 | 0.013 | -1.2907 | 0 | 0 | 0.2908 |
Buy And Hold Return (%) | 8375.4848 | 8375.4848 | 8375.4848 | 8375.4848 | 8375.4848 | 8375.4848 |
Max Trade Drawdown | -2532697 | -147476 | -2468752 | -49000626 | -37406444 | -19997095 |
Profit Factor | 0.1692 | 1.1074 | 0.0889 | 0.8632 | 0.2712 | 1.6249 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 69 | 35 | 34 | 42 | 15 | 27 |
Losing Trades | 23 | 11 | 12 | 50 | 31 | 19 |
Profitability (%) | 75 | 76.087 | 73.913 | 45.6522 | 32.6087 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.0564 | 0.348 | 0.0314 | 1.0276 | 0.5604 | 1.1434 |
Largest Winning Trade | 32736 | 32736 | 23886 | 34916884 | 5961219 | 34916884 |
Largest Losing Trade | -1683349 | -57218 | -1683349 | -18599343 | -14652354 | -18599343 |
Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Winners | 18 | 20 | 15 | 44 | 33 | 51 |
Avg Bars in Losers | 169 | 161 | 175 | 65 | 64 | 66 |
Bars Traded | 5157 | 2508 | 2649 | 5157 | 2508 | 2649 |
Profit Streak | 38.6274 | 141.6274 | 38.6274 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575583 | -440411 | -577058 | -580556 | -587467 | 306477 |
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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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