Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3229760.3651 | -124895.6445 | -3104864.7206 | -118640.4379 | 75807729.874 | -75926370.3119 |
Total P&L (%) | -3229.7604 | -124.8956 | -3104.8647 | -118.6404 | 75807.7299 | -75926.3703 |
Avg Daily Profit (%) | -1.5806 | -0.0611 | -1.5195 | 0 | 0.3251 | 0 |
Buy And Hold Return (%) | 3768.3628 | 3768.3628 | 3768.3628 | 3768.3628 | 3768.3628 | 3768.3628 |
Max Trade Drawdown | -3285541 | -161809 | -3142404 | -127084989 | -27114726 | -105557023 |
Profit Factor | 0.1365 | 0.6844 | 0.0717 | 0.9992 | 3.1438 | 0.3046 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 22 | 27 | 29 | 15 | 14 |
Losing Trades | 24 | 14 | 10 | 44 | 21 | 23 |
Profitability (%) | 67.1233 | 61.1111 | 72.973 | 39.726 | 41.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.0669 | 0.4355 | 0.0266 | 1.516 | 4.4013 | 0.5005 |
Largest Winning Trade | 39145 | 39145 | 28689 | 53995158 | 53995158 | 17394222 |
Largest Losing Trade | -1208640 | -77921 | -1208640 | -76212607 | -9443926 | -76212607 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 28 | 32 | 25 | 108 | 116 | 99 |
Avg Bars in Losers | 181 | 165 | 204 | 59 | 61 | 58 |
Bars Traded | 5779 | 3038 | 2741 | 5779 | 3038 | 2741 |
Profit Streak | 0 | 397.6763 | 0 | 316.343 | 0 | 321.343 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654558 | -577980 | -577794 | -657685 | 427380 | -584914 |
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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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