Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3562082.6846 | -71513.5947 | -3490569.0899 | 584912.6893 | 217211936.2784 | -216627023.5891 |
Total P&L (%) | -3562.0827 | -71.5136 | -3490.5691 | 584.9127 | 217211.9363 | -216627.0236 |
Avg Daily Profit (%) | -1.7438 | -0.035 | -1.7088 | 0.0942 | 0.3769 | 0 |
Buy And Hold Return (%) | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 | 2727.0008 |
Max Trade Drawdown | -3638655 | -124982 | -3575438 | -275013507 | -63372322 | -283056091 |
Profit Factor | 0.2198 | 0.8838 | 0.1164 | 1.0011 | 2.3278 | 0.3737 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 122 | 59 | 63 | 120 | 59 | 61 |
Losing Trades | 115 | 59 | 56 | 117 | 59 | 58 |
Profitability (%) | 51.4768 | 50 | 52.9412 | 50.6329 | 50 | 51.2605 |
Ratio Avg Win / Avg Loss | 0.2072 | 0.8838 | 0.1034 | 0.9761 | 2.3278 | 0.3554 |
Largest Winning Trade | 46509 | 46509 | 33855 | 181558056 | 181558056 | 24281339 |
Largest Losing Trade | -1818228 | -80787 | -1818228 | -202404324 | -29014180 | -202404324 |
Avg Bars in Trades | 50 | 35 | 65 | 50 | 35 | 65 |
Avg Bars in Winners | 36 | 34 | 39 | 51 | 47 | 55 |
Avg Bars in Losers | 64 | 37 | 94 | 49 | 24 | 75 |
Bars Traded | 11970 | 4205 | 7765 | 11970 | 4205 | 7765 |
Profit Streak | 273.6208 | 0 | 274.2875 | 273.6208 | 0 | 274.2875 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578757 | -581018 | -580045 | -451532 | 494701 | -580263 |
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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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