Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2660432.2158 | 8346.1049 | -2668778.3207 | 841298.1037 | -31909659.4562 | 32750957.5599 |
Total P&L (%) | -2660.4322 | 8.3461 | -2668.7783 | 841.2981 | -31909.6595 | 32750.9576 |
Avg Daily Profit (%) | -1.4338 | 0.0045 | -1.4383 | 0.1209 | 0 | 0.3128 |
Buy And Hold Return (%) | 6453.4169 | 6453.4169 | 6453.4169 | 6453.4169 | 6453.4169 | 6453.4169 |
Max Trade Drawdown | -2836566 | -129273 | -2771274 | -44685344 | -43962361 | -19730419 |
Profit Factor | 0.2535 | 1.0264 | 0.1783 | 1.0065 | 0.4994 | 1.5018 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 162 | 72 | 90 | 150 | 68 | 82 |
Losing Trades | 75 | 47 | 28 | 87 | 51 | 36 |
Profitability (%) | 68.3544 | 60.5042 | 76.2712 | 63.2911 | 57.1429 | 69.4915 |
Ratio Avg Win / Avg Loss | 0.1174 | 0.67 | 0.0555 | 0.5838 | 0.3746 | 0.6593 |
Largest Winning Trade | 22326 | 22326 | 18040 | 26017515 | 3885150 | 26017515 |
Largest Losing Trade | -1867712 | -52504 | -1867712 | -21341682 | -21341682 | -19517929 |
Avg Bars in Trades | 15 | 4 | 25 | 15 | 4 | 25 |
Avg Bars in Winners | 7 | 2 | 11 | 11 | 3 | 17 |
Avg Bars in Losers | 31 | 7 | 71 | 22 | 6 | 44 |
Bars Traded | 3589 | 568 | 3021 | 3589 | 568 | 3021 |
Profit Streak | 39.3313 | 94.3313 | 0 | 39.3313 | 94.3313 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576333 | -542972 | -577057 | -408189 | -578453 | 357563 |
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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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