Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -50287.2699 | 248481.5633 | -298768.8332 | -102767.6678 | 29869424.6872 | -29972192.355 |
Total P&L (%) | -50.2873 | 248.4816 | -298.7688 | -102.7677 | 29869.4247 | -29972.1924 |
Avg Daily Profit (%) | -0.0268 | 0.1325 | -0.1593 | 0 | 0.3046 | 0 |
Buy And Hold Return (%) | 385.6021 | 385.6021 | 385.6021 | 385.6021 | 385.6021 | 385.6021 |
Max Trade Drawdown | -780598 | -406770 | -441008 | -51481199 | -12158873 | -44575047 |
Profit Factor | 0.9888 | 1.121 | 0.8782 | 0.9994 | 1.4653 | 0.7151 |
Total Trades | 3589 | 1794 | 1795 | 3589 | 1794 | 1795 |
Winning Trades | 1930 | 953 | 977 | 1850 | 957 | 893 |
Losing Trades | 1659 | 841 | 818 | 1739 | 837 | 902 |
Profitability (%) | 53.7754 | 53.1215 | 54.429 | 51.5464 | 53.3445 | 49.7493 |
Ratio Avg Win / Avg Loss | 0.85 | 0.9892 | 0.7353 | 0.9394 | 1.2816 | 0.7224 |
Largest Winning Trade | 33419 | 33419 | 24653 | 4619270 | 3928489 | 4619270 |
Largest Losing Trade | -146314 | -31270 | -146314 | -36885135 | -3562522 | -36885135 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 3 | 3 | 3 |
Avg Bars in Losers | 3 | 3 | 3 | 2 | 2 | 2 |
Bars Traded | 11213 | 5660 | 5553 | 11213 | 5660 | 5553 |
Profit Streak | 10.4846 | 11.1512 | 10.4846 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -571292 | -262236 | -572244 | -573160 | 623530 | -574014 |
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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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