Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3148177.4761 | -99632.2332 | -3048545.2429 | -105900.1614 | 52199738.4677 | -52305638.6292 |
Total P&L (%) | -3148.1775 | -99.6322 | -3048.5452 | -105.9002 | 52199.7385 | -52305.6386 |
Avg Daily Profit (%) | -1.5407 | -0.0488 | -1.492 | 0 | 0.3068 | 0 |
Buy And Hold Return (%) | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 |
Max Trade Drawdown | -3170621 | -126836 | -3092617 | -116476502 | -40435472 | -83103175 |
Profit Factor | 0.1429 | 0.725 | 0.0792 | 0.9992 | 2.1933 | 0.3736 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 27 | 33 | 40 | 20 | 20 |
Losing Trades | 30 | 18 | 12 | 50 | 25 | 25 |
Profitability (%) | 66.6667 | 60 | 73.3333 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0714 | 0.4833 | 0.0288 | 1.249 | 2.7417 | 0.467 |
Largest Winning Trade | 36804 | 36804 | 25092 | 88729713 | 88729713 | 21122200 |
Largest Losing Trade | -1650583 | -84831 | -1650583 | -50421468 | -10140947 | -50421468 |
Avg Bars in Trades | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Winners | 20 | 21 | 19 | 82 | 91 | 73 |
Avg Bars in Losers | 156 | 146 | 172 | 52 | 55 | 50 |
Bars Traded | 5932 | 3208 | 2724 | 5932 | 3208 | 2724 |
Profit Streak | 0 | 321.3009 | 0 | 320.3009 | 0 | 320.9676 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578099 | -578828 | -577687 | -580444 | 397061 | -582285 |
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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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