Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2012244.4819 | 32733.7344 | -2044978.2163 | -3307754.7187 | -27966944.5338 | 24659189.8151 |
Total P&L (%) | -2012.2445 | 32.7337 | -2044.9782 | -3307.7547 | -27966.9445 | 24659.1898 |
Avg Daily Profit (%) | -1.0781 | 0.0175 | -1.0956 | 0 | 0 | 0.2957 |
Buy And Hold Return (%) | 9870.4154 | 9870.4154 | 9870.4154 | 9870.4154 | 9870.4154 | 9870.4154 |
Max Trade Drawdown | -2141916 | -146035 | -2103535 | -33249324 | -29020660 | -9284441 |
Profit Factor | 0.1909 | 1.1474 | 0.097 | 0.9359 | 0.1976 | 2.4757 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 74 | 37 | 37 | 43 | 18 | 25 |
Losing Trades | 22 | 11 | 11 | 53 | 30 | 23 |
Profitability (%) | 77.0833 | 77.0833 | 77.0833 | 44.7917 | 37.5 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.0567 | 0.3411 | 0.0288 | 1.1535 | 0.3294 | 2.2777 |
Largest Winning Trade | 37927 | 37927 | 19704 | 28172412 | 1567397 | 28172412 |
Largest Losing Trade | -1354892 | -58515 | -1354892 | -12394394 | -12394394 | -7211280 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 12 | 14 | 11 | 29 | 20 | 36 |
Avg Bars in Losers | 113 | 102 | 125 | 41 | 42 | 38 |
Bars Traded | 3442 | 1648 | 1794 | 3442 | 1648 | 1794 |
Profit Streak | 48.2746 | 154.2746 | 0 | 0 | 0 | 99.7746 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576172 | -390357 | -577178 | -580880 | -585550 | 393344 |
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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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