Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7189828.6971 | 67692.2709 | -7257520.968 | 318875238.7112 | -4324990.3693 | 323200229.0805 |
Total P&L (%) | -7189.8287 | 67.6923 | -7257.521 | 318875.2387 | -4324.9904 | 323200.2291 |
Avg Daily Profit (%) | -3.0252 | 0.0285 | -3.0537 | 0.34 | 0 | 0.3406 |
Buy And Hold Return (%) | 327.6934 | 327.6934 | 327.6934 | 327.6934 | 327.6934 | 327.6934 |
Max Trade Drawdown | -7425649 | -73316 | -7425649 | -225246351 | -118327736 | -201152118 |
Profit Factor | 0.0852 | 1.3651 | 0.0543 | 1.521 | 0.9848 | 1.9894 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 127 | 57 | 70 | 61 | 34 | 27 |
Losing Trades | 29 | 21 | 8 | 95 | 44 | 51 |
Profitability (%) | 81.4103 | 73.0769 | 89.7436 | 39.1026 | 43.5897 | 34.6154 |
Ratio Avg Win / Avg Loss | 0.0195 | 0.5029 | 0.0062 | 2.3688 | 1.2745 | 3.7578 |
Largest Winning Trade | 35283 | 33004 | 35283 | 353490725 | 64482849 | 353490725 |
Largest Losing Trade | -7425649 | -46593 | -7425649 | -118327736 | -118327736 | -106918615 |
Avg Bars in Trades | 42 | 27 | 57 | 42 | 27 | 57 |
Avg Bars in Winners | 19 | 12 | 25 | 40 | 29 | 54 |
Avg Bars in Losers | 141 | 67 | 337 | 43 | 25 | 59 |
Bars Traded | 6625 | 2117 | 4508 | 6625 | 2117 | 4508 |
Profit Streak | 16.1707 | 103.504 | 16.1707 | 16.1707 | 103.504 | 16.1707 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574587 | -351309 | -609545 | 339447 | -614390 | -26845 |
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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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