Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9920324.5941 | -31959.1998 | -9888365.3943 | 69896221.8251 | -14502069.8916 | 84398291.7166 |
Total P&L (%) | -9920.3246 | -31.9592 | -9888.3654 | 69896.2218 | -14502.0699 | 84398.2917 |
Avg Daily Profit (%) | -4.2044 | -0.0135 | -4.1909 | 0.278 | 0 | 0.286 |
Buy And Hold Return (%) | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 |
Max Trade Drawdown | -10012654 | -91367 | -9971931 | -63069298 | -46661584 | -65527307 |
Profit Factor | 0.0574 | 0.8489 | 0.0412 | 1.2792 | 0.8449 | 1.5382 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 73 | 33 | 40 | 59 | 32 | 27 |
Losing Trades | 56 | 32 | 24 | 70 | 33 | 37 |
Profitability (%) | 56.5891 | 50.7692 | 62.5 | 45.7364 | 49.2308 | 42.1875 |
Ratio Avg Win / Avg Loss | 0.0441 | 0.8231 | 0.0247 | 1.5178 | 0.8713 | 2.1079 |
Largest Winning Trade | 35241 | 23286 | 35241 | 127995926 | 14303874 | 127995926 |
Largest Losing Trade | -9924113 | -30049 | -9924113 | -21957123 | -10055046 | -21957123 |
Avg Bars in Trades | 65 | 11 | 119 | 65 | 11 | 119 |
Avg Bars in Winners | 59 | 11 | 99 | 59 | 11 | 116 |
Avg Bars in Losers | 71 | 11 | 152 | 69 | 11 | 121 |
Bars Traded | 8398 | 752 | 7646 | 8398 | 752 | 7646 |
Profit Streak | 155.9012 | 157.1512 | 155.9012 | 155.9012 | 157.1512 | 155.9012 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578229 | -711116 | -717761 | 353130 | -711515 | -130496 |
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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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