Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2721990.3679 | 111142.8364 | -2833133.2043 | 268772.5847 | 292310578.5916 | -292041806.0069 |
Total P&L (%) | -2721.9904 | 111.1428 | -2833.1332 | 268.7726 | 292310.5786 | -292041.806 |
Avg Daily Profit (%) | -1.3321 | 0.0544 | -1.3865 | 0.0639 | 0.3913 | 0 |
Buy And Hold Return (%) | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 |
Max Trade Drawdown | -2776876 | -98769 | -2872231 | -577425896 | -194059091 | -407851070 |
Profit Factor | 0.2271 | 1.3244 | 0.1089 | 1.0004 | 2.2256 | 0.3397 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 68 | 33 | 35 | 42 | 21 | 21 |
Losing Trades | 21 | 11 | 10 | 47 | 23 | 24 |
Profitability (%) | 76.4045 | 75 | 77.7778 | 47.191 | 47.7273 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0701 | 0.4415 | 0.0311 | 1.1195 | 2.4375 | 0.3882 |
Largest Winning Trade | 46596 | 46596 | 32653 | 440292788 | 440292788 | 72412600 |
Largest Losing Trade | -1665679 | -84996 | -1665679 | -234169138 | -82778200 | -234169138 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 21 | 26 | 15 | 65 | 94 | 36 |
Avg Bars in Losers | 199 | 229 | 165 | 60 | 61 | 59 |
Bars Traded | 5617 | 3406 | 2211 | 5617 | 3406 | 2211 |
Profit Streak | 292.0304 | 411.697 | 292.0304 | 292.0304 | 411.697 | 292.0304 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575470 | -282817 | -576143 | -492979 | 520567 | -581040 |
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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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