Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1108559.7092 | 259845.4525 | -1368405.1617 | 52178457.3585 | 19939012.2744 | 32239445.0842 |
Total P&L (%) | -1108.5597 | 259.8455 | -1368.4052 | 52178.4574 | 19939.0123 | 32239.4451 |
Avg Daily Profit (%) | -0.5644 | 0.1323 | -0.6967 | 0.3192 | 0.2702 | 0.2947 |
Buy And Hold Return (%) | 2551.2928 | 2551.2928 | 2551.2928 | 2551.2928 | 2551.2928 | 2551.2928 |
Max Trade Drawdown | -1517363 | -56151 | -1524989 | -60471624 | -36854872 | -29196612 |
Profit Factor | 0.3558 | 2.9957 | 0.1398 | 1.4243 | 1.2729 | 1.6459 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 60 | 31 | 29 | 60 | 30 | 30 |
Losing Trades | 13 | 5 | 8 | 13 | 6 | 7 |
Profitability (%) | 82.1918 | 86.1111 | 78.3784 | 82.1918 | 83.3333 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.0771 | 0.4832 | 0.0386 | 0.3086 | 0.2546 | 0.384 |
Largest Winning Trade | 40827 | 40827 | 17043 | 23590562 | 22827843 | 23590562 |
Largest Losing Trade | -1242851 | -56151 | -1242851 | -36854872 | -36854872 | -18826540 |
Avg Bars in Trades | 43 | 58 | 28 | 43 | 58 | 28 |
Avg Bars in Winners | 20 | 27 | 13 | 22 | 28 | 16 |
Avg Bars in Losers | 147 | 250 | 82 | 139 | 208 | 80 |
Bars Traded | 3151 | 2109 | 1042 | 3151 | 2109 | 1042 |
Profit Streak | 0 | 708.7584 | 0 | 0 | 708.7584 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652675 | -173391 | -576816 | -63664 | 448678 | 484674 |
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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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