Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3908736.3649 | 192327.3548 | -4101063.7197 | -27194081.3504 | 27955019.8258 | -55149101.1761 |
Total P&L (%) | -3908.7364 | 192.3274 | -4101.0637 | -27194.0814 | 27955.0198 | -55149.1012 |
Avg Daily Profit (%) | -1.9902 | 0.0979 | -2.0881 | 0 | 0.2874 | 0 |
Buy And Hold Return (%) | 1674.5557 | 1674.5557 | 1674.5557 | 1674.5557 | 1674.5557 | 1674.5557 |
Max Trade Drawdown | -4218590 | -83989 | -4218590 | -112036823 | -47784649 | -66706615 |
Profit Factor | 0.1325 | 1.9611 | 0.0476 | 0.8411 | 1.3326 | 0.3668 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 16 | 21 | 31 | 19 | 12 |
Losing Trades | 21 | 13 | 8 | 27 | 10 | 17 |
Profitability (%) | 63.7931 | 55.1724 | 72.4138 | 53.4483 | 65.5172 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0752 | 1.5934 | 0.0181 | 0.7326 | 0.7014 | 0.5196 |
Largest Winning Trade | 62847 | 62847 | 51356 | 53589183 | 53589183 | 11302557 |
Largest Losing Trade | -4218590 | -48286 | -4218590 | -44520574 | -32736427 | -44520574 |
Avg Bars in Trades | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Winners | 45 | 51 | 41 | 74 | 81 | 63 |
Avg Bars in Losers | 98 | 90 | 111 | 53 | 45 | 58 |
Bars Traded | 3760 | 2001 | 1759 | 3760 | 2001 | 1759 |
Profit Streak | 400.2468 | 0 | 619.2468 | 0 | 587.7468 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757904 | -223675 | -576594 | -759830 | 371384 | -584185 |
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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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