Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1437906.8573 | 13012.1571 | -1450919.0144 | 432420.6324 | -77343283.8063 | 77775704.4387 |
Total P&L (%) | -1437.9069 | 13.0122 | -1450.919 | 432.4206 | -77343.2838 | 77775.7044 |
Avg Daily Profit (%) | -0.7655 | 0.0069 | -0.7724 | 0.0891 | 0 | 0.355 |
Buy And Hold Return (%) | 695.8197 | 695.8197 | 695.8197 | 695.8197 | 695.8197 | 695.8197 |
Max Trade Drawdown | -1647811 | -164678 | -1568407 | -71371863 | -78132291 | -17689665 |
Profit Factor | 0.2593 | 1.0573 | 0.1536 | 1.0038 | 0.1132 | 3.8144 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 29 | 32 | 53 | 24 | 29 |
Losing Trades | 27 | 15 | 12 | 35 | 20 | 15 |
Profitability (%) | 69.3182 | 65.9091 | 72.7273 | 60.2273 | 54.5455 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.1148 | 0.5469 | 0.0576 | 0.6629 | 0.0943 | 1.973 |
Largest Winning Trade | 40725 | 40725 | 26711 | 83093859 | 2509666 | 83093859 |
Largest Losing Trade | -833790 | -66631 | -833790 | -47812737 | -47812737 | -10539467 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 11 | 11 | 11 | 17 | 8 | 25 |
Avg Bars in Losers | 106 | 106 | 105 | 75 | 86 | 60 |
Bars Traded | 3569 | 1932 | 1637 | 3569 | 1932 | 1637 |
Profit Streak | 11.5043 | 11.5043 | 12.0043 | 11.5043 | 11.5043 | 12.0043 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576671 | -505740 | -577150 | -455237 | -579498 | 685171 |
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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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