Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3378047.2597 | 8042.3016 | -3386089.5613 | -61885.9754 | 316978148.4378 | -317040034.4132 |
Total P&L (%) | -3378.0473 | 8.0423 | -3386.0896 | -61.886 | 316978.1484 | -317040.0344 |
Avg Daily Profit (%) | -1.6218 | 0.0039 | -1.6256 | -0.0463 | 0.3878 | 0 |
Buy And Hold Return (%) | 39.2273 | 39.2273 | 39.2273 | 39.2273 | 39.2273 | 39.2273 |
Max Trade Drawdown | -3556631 | -146620 | -3543051 | -444432365 | -51783629 | -614345722 |
Profit Factor | 0.2504 | 1.0192 | 0.1718 | 0.9999 | 2.5092 | 0.5304 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 117 | 54 | 63 | 97 | 51 | 46 |
Losing Trades | 70 | 40 | 30 | 90 | 43 | 47 |
Profitability (%) | 62.5668 | 57.4468 | 67.7419 | 51.8717 | 54.2553 | 49.4624 |
Ratio Avg Win / Avg Loss | 0.1498 | 0.755 | 0.0818 | 0.9278 | 2.1156 | 0.542 |
Largest Winning Trade | 61547 | 35654 | 61547 | 237213429 | 191175944 | 237213429 |
Largest Losing Trade | -3022483 | -57689 | -3022483 | -278249460 | -32876664 | -278249460 |
Avg Bars in Trades | 131 | 78 | 185 | 131 | 78 | 185 |
Avg Bars in Winners | 90 | 48 | 126 | 111 | 77 | 148 |
Avg Bars in Losers | 199 | 118 | 308 | 153 | 79 | 220 |
Bars Traded | 24586 | 7365 | 17221 | 24586 | 7365 | 17221 |
Profit Streak | 69.5373 | 105.3706 | 69.5373 | 69.5373 | 105.3706 | 69.5373 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576687 | -552396 | -577537 | -578073 | 579788 | -580324 |
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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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