Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2407405.9498 | -15703.9046 | -2391702.0452 | -1601410.2952 | -24075547.934 | 22474137.6388 |
Total P&L (%) | -2407.406 | -15.7039 | -2391.702 | -1601.4103 | -24075.5479 | 22474.1376 |
Avg Daily Profit (%) | -1.2908 | -0.0084 | -1.2824 | 0 | 0 | 0.291 |
Buy And Hold Return (%) | 8633.824 | 8633.824 | 8633.824 | 8633.824 | 8633.824 | 8633.824 |
Max Trade Drawdown | -2456520 | -123913 | -2423656 | -28054778 | -24910979 | -9590066 |
Profit Factor | 0.1505 | 0.9315 | 0.0818 | 0.9658 | 0.2269 | 2.4348 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 34 | 35 | 48 | 19 | 29 |
Losing Trades | 27 | 14 | 13 | 48 | 29 | 19 |
Profitability (%) | 71.875 | 70.8333 | 72.9167 | 50 | 39.5833 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.0589 | 0.3836 | 0.0304 | 0.9658 | 0.3464 | 1.5952 |
Largest Winning Trade | 26577 | 26577 | 14010 | 26015811 | 1915997 | 26015811 |
Largest Losing Trade | -1672025 | -62059 | -1672025 | -11062499 | -11062499 | -5955212 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 13 | 17 | 10 | 30 | 29 | 31 |
Avg Bars in Losers | 92 | 75 | 109 | 40 | 37 | 46 |
Bars Traded | 3443 | 1641 | 1802 | 3443 | 1641 | 1802 |
Profit Streak | 47.2772 | 71.2772 | 0 | 0 | 0 | 98.7772 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576849 | -577430 | -577718 | -580522 | -584740 | 431637 |
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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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