Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2687413.2958 | 32241.0493 | -2719654.3451 | 3774704.5763 | -95308847.7281 | 99083552.3045 |
Total P&L (%) | -2687.4133 | 32.241 | -2719.6543 | 3774.7046 | -95308.8477 | 99083.5523 |
Avg Daily Profit (%) | -1.4421 | 0.0173 | -1.4594 | 0.1964 | 0 | 0.3709 |
Buy And Hold Return (%) | 7731.6987 | 7731.6987 | 7731.6987 | 7731.6987 | 7731.6987 | 7731.6987 |
Max Trade Drawdown | -2888026 | -101588 | -2849089 | -175758660 | -113055165 | -85156655 |
Profit Factor | 0.232 | 1.1421 | 0.1689 | 1.0125 | 0.4311 | 1.7422 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 176 | 83 | 93 | 156 | 75 | 81 |
Losing Trades | 57 | 34 | 23 | 77 | 42 | 35 |
Profitability (%) | 75.5365 | 70.9402 | 80.1724 | 66.9528 | 64.1026 | 69.8276 |
Ratio Avg Win / Avg Loss | 0.0751 | 0.4679 | 0.0418 | 0.4998 | 0.2414 | 0.7528 |
Largest Winning Trade | 17172 | 16864 | 17172 | 40111872 | 10861021 | 40111872 |
Largest Losing Trade | -1806372 | -54981 | -1806372 | -88661841 | -88661841 | -84407594 |
Avg Bars in Trades | 92 | 21 | 163 | 92 | 21 | 163 |
Avg Bars in Winners | 37 | 12 | 59 | 64 | 14 | 111 |
Avg Bars in Losers | 261 | 43 | 584 | 148 | 34 | 284 |
Bars Traded | 21517 | 2554 | 18963 | 21517 | 2554 | 18963 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576248 | -398338 | -576840 | -362754 | -578915 | 444531 |
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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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