Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10173384.0505 | -53635.7514 | -10119748.2991 | -604998.3605 | 16527826.9991 | -17132825.3595 |
Total P&L (%) | -10173.3841 | -53.6358 | -10119.7483 | -604.9984 | 16527.827 | -17132.8254 |
Avg Daily Profit (%) | -4.2895 | -0.0226 | -4.2669 | 0 | 0.2158 | 0 |
Buy And Hold Return (%) | 485.0648 | 485.0648 | 485.0648 | 485.0648 | 485.0648 | 485.0648 |
Max Trade Drawdown | -10313144 | -114976 | -10213764 | -21750435 | -3925512 | -30111717 |
Profit Factor | 0.0491 | 0.8199 | 0.027 | 0.9875 | 2.3276 | 0.5232 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 18 | 24 | 32 | 19 | 13 |
Losing Trades | 26 | 16 | 10 | 36 | 15 | 21 |
Profitability (%) | 61.7647 | 52.9412 | 70.5882 | 47.0588 | 55.8824 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.0304 | 0.7288 | 0.0113 | 1.1109 | 1.8376 | 0.8451 |
Largest Winning Trade | 41777 | 41777 | 27093 | 8287353 | 8287353 | 8139408 |
Largest Losing Trade | -10186052 | -55137 | -10186052 | -18328609 | -2609743 | -18328609 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 64 | 84 | 50 | 113 | 119 | 104 |
Avg Bars in Losers | 158 | 127 | 207 | 89 | 85 | 91 |
Bars Traded | 6837 | 3556 | 3281 | 6837 | 3556 | 3281 |
Profit Streak | 44.7796 | 44.7796 | 54.4462 | 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 | -691332 | -579858 | -577142 | -694032 | 480635 | -585370 |
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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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