Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2948026.5856 | -53263.4864 | -2894763.0991 | -100611.1055 | 25326958.7686 | -25427569.8742 |
Total P&L (%) | -2948.0266 | -53.2635 | -2894.7631 | -100.6111 | 25326.9588 | -25427.5699 |
Avg Daily Profit (%) | -1.4432 | -0.0261 | -1.4171 | 0 | 0.2715 | 0 |
Buy And Hold Return (%) | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 |
Max Trade Drawdown | -3028650 | -157729 | -2964669 | -40004849 | -8286789 | -33868365 |
Profit Factor | 0.2035 | 0.8819 | 0.1094 | 0.9979 | 2.8233 | 0.2731 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 163 | 77 | 86 | 93 | 45 | 48 |
Losing Trades | 34 | 21 | 13 | 104 | 53 | 51 |
Profitability (%) | 82.7411 | 78.5714 | 86.8687 | 47.2081 | 45.9184 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.0425 | 0.2405 | 0.0165 | 1.116 | 3.3253 | 0.2902 |
Largest Winning Trade | 28847 | 28847 | 21660 | 22276412 | 22276412 | 4756051 |
Largest Losing Trade | -1542081 | -81761 | -1542081 | -25087858 | -3397157 | -25087858 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 17 | 17 | 18 | 58 | 64 | 52 |
Avg Bars in Losers | 263 | 238 | 303 | 61 | 65 | 58 |
Bars Traded | 11867 | 6351 | 5516 | 11867 | 6351 | 5516 |
Profit Streak | 285.4839 | 0 | 285.6505 | 0 | 285.8172 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574725 | -577089 | -575645 | -579165 | 458867 | -581657 |
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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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