Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10199945.2392 | 21182.6158 | -10221127.8551 | 175717984.3875 | 81073844.5447 | 94644139.8428 |
Total P&L (%) | -10199.9452 | 21.1826 | -10221.1279 | 175717.9844 | 81073.8445 | 94644.1398 |
Avg Daily Profit (%) | -5.4682 | 0.0114 | -5.4795 | 0.4014 | 0.3598 | 0.3681 |
Buy And Hold Return (%) | 10278.8927 | 10278.8927 | 10278.8927 | 10278.8927 | 10278.8927 | 10278.8927 |
Max Trade Drawdown | -10348294 | -84410 | -10299676 | -29367880 | -9487974 | -37227885 |
Profit Factor | 0.0362 | 1.171 | 0.0228 | 2.977 | 5.1925 | 2.361 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 61 | 30 | 31 | 33 | 19 | 14 |
Losing Trades | 14 | 8 | 6 | 42 | 19 | 23 |
Profitability (%) | 81.3333 | 78.9474 | 83.7838 | 44 | 50 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.0083 | 0.3123 | 0.0044 | 3.7889 | 5.1925 | 3.8787 |
Largest Winning Trade | 23716 | 16410 | 23716 | 80529020 | 13320012 | 80529020 |
Largest Losing Trade | -9830088 | -51443 | -9830088 | -17023487 | -9487974 | -17023487 |
Avg Bars in Trades | 68 | 19 | 118 | 68 | 19 | 118 |
Avg Bars in Winners | 22 | 7 | 36 | 64 | 27 | 114 |
Avg Bars in Losers | 266 | 63 | 537 | 70 | 11 | 120 |
Bars Traded | 5104 | 736 | 4368 | 5104 | 736 | 4368 |
Profit Streak | 88.8095 | 183.1428 | 0 | 88.8095 | 183.1428 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637200 | -372085 | -576515 | -47607 | 685499 | 332894 |
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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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