Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5326712.029 | 91183.3678 | -5417895.3968 | -9365662.7858 | 14532146.5701 | -23897809.3559 |
Total P&L (%) | -5326.712 | 91.1834 | -5417.8954 | -9365.6628 | 14532.1466 | -23897.8094 |
Avg Daily Profit (%) | -2.7129 | 0.0464 | -2.7593 | 0 | 0.2542 | 0 |
Buy And Hold Return (%) | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 |
Max Trade Drawdown | -5547266 | -79585 | -5523075 | -36349366 | -13156727 | -31361668 |
Profit Factor | 0.0858 | 1.5273 | 0.0417 | 0.8828 | 1.5834 | 0.5654 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 22 | 20 | 32 | 16 | 16 |
Losing Trades | 20 | 9 | 11 | 30 | 15 | 15 |
Profitability (%) | 67.7419 | 70.9677 | 64.5161 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.0408 | 0.6248 | 0.0229 | 0.8276 | 1.4844 | 0.5301 |
Largest Winning Trade | 40034 | 32748 | 40034 | 17007951 | 17007951 | 6576187 |
Largest Losing Trade | -5485049 | -53963 | -5485049 | -31361668 | -6398326 | -31361668 |
Avg Bars in Trades | 121 | 125 | 117 | 121 | 125 | 117 |
Avg Bars in Winners | 54 | 55 | 53 | 156 | 176 | 135 |
Avg Bars in Losers | 260 | 294 | 233 | 84 | 69 | 98 |
Bars Traded | 7518 | 3875 | 3643 | 7518 | 3875 | 3643 |
Profit Streak | 406.4436 | 0 | 560.9436 | 0 | 603.4436 | 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 | -736392 | -294181 | -578352 | -739068 | 398036 | -580608 |
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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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