Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3728066.5775 | -17814.6984 | -3710251.8792 | -1555037.878 | 237638806.242 | -239193844.12 |
Total P&L (%) | -3728.0666 | -17.8147 | -3710.2519 | -1555.0379 | 237638.8062 | -239193.8441 |
Avg Daily Profit (%) | -1.8251 | -0.0087 | -1.8164 | 0 | 0.3813 | 0 |
Buy And Hold Return (%) | 2942.1923 | 2942.1923 | 2942.1923 | 2942.1923 | 2942.1923 | 2942.1923 |
Max Trade Drawdown | -3989791 | -130348 | -3945750 | -378457453 | -96316950 | -409222245 |
Profit Factor | 0.3292 | 0.9783 | 0.2164 | 0.9986 | 1.5866 | 0.6593 |
Total Trades | 727 | 363 | 364 | 727 | 363 | 364 |
Winning Trades | 455 | 205 | 250 | 379 | 200 | 179 |
Losing Trades | 272 | 158 | 114 | 348 | 163 | 185 |
Profitability (%) | 62.586 | 56.4738 | 68.6813 | 52.1321 | 55.0964 | 49.1758 |
Ratio Avg Win / Avg Loss | 0.1968 | 0.754 | 0.0987 | 0.9169 | 1.2931 | 0.6814 |
Largest Winning Trade | 33872 | 22108 | 33872 | 150023052 | 150023052 | 115786880 |
Largest Losing Trade | -2296221 | -49547 | -2296221 | -113781336 | -26778599 | -113781336 |
Avg Bars in Trades | 16 | 6 | 26 | 16 | 6 | 26 |
Avg Bars in Winners | 10 | 5 | 14 | 16 | 6 | 27 |
Avg Bars in Losers | 27 | 8 | 53 | 16 | 7 | 25 |
Bars Traded | 12157 | 2464 | 9693 | 12157 | 2464 | 9693 |
Profit Streak | 0 | 0 | 0 | 261.8763 | 262.3763 | 261.8763 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574654 | -578318 | -576731 | -575455 | 514530 | -578883 |
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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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