Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6459745.273 | 40436.5957 | -6500181.8686 | -2140686.461 | 43024865.4922 | -45165551.9532 |
Total P&L (%) | -6459.7453 | 40.4366 | -6500.1819 | -2140.6865 | 43024.8655 | -45165.552 |
Avg Daily Profit (%) | -2.7291 | 0.0171 | -2.7462 | 0 | 0.2566 | 0 |
Buy And Hold Return (%) | 445.3858 | 445.3858 | 445.3858 | 445.3858 | 445.3858 | 445.3858 |
Max Trade Drawdown | -6720183 | -131423 | -6623320 | -67726454 | -14788636 | -91783256 |
Profit Factor | 0.0796 | 1.164 | 0.0401 | 0.9828 | 2.3521 | 0.5132 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 18 | 23 | 25 | 16 | 9 |
Losing Trades | 19 | 12 | 7 | 35 | 14 | 21 |
Profitability (%) | 68.3333 | 60 | 76.6667 | 41.6667 | 53.3333 | 30 |
Ratio Avg Win / Avg Loss | 0.0369 | 0.776 | 0.0122 | 1.3759 | 2.0581 | 1.1974 |
Largest Winning Trade | 75586 | 75586 | 42131 | 32031589 | 32031589 | 24664639 |
Largest Losing Trade | -6600133 | -47671 | -6600133 | -35284555 | -9756929 | -35284555 |
Avg Bars in Trades | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Winners | 52 | 41 | 61 | 163 | 177 | 140 |
Avg Bars in Losers | 241 | 213 | 288 | 75 | 34 | 102 |
Bars Traded | 6742 | 3318 | 3424 | 6742 | 3318 | 3424 |
Profit Streak | 114.4139 | 114.4139 | 222.7472 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750548 | -375785 | -576394 | -756129 | 481899 | -586936 |
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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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