Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2785756.3587 | 211.2405 | -2785967.5992 | 1497674.3452 | -95016825.3346 | 96514499.6798 |
Total P&L (%) | -2785.7564 | 0.2112 | -2785.9676 | 1497.6743 | -95016.8253 | 96514.4997 |
Avg Daily Profit (%) | -1.4922 | 0.0001 | -1.4924 | 0.1486 | 0 | 0.3689 |
Buy And Hold Return (%) | 7887.992 | 7887.992 | 7887.992 | 7887.992 | 7887.992 | 7887.992 |
Max Trade Drawdown | -2940626 | -79547 | -2889896 | -195136687 | -107135565 | -136034842 |
Profit Factor | 0.2322 | 1.0009 | 0.1801 | 1.0033 | 0.512 | 1.371 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 192 | 85 | 107 | 178 | 79 | 99 |
Losing Trades | 71 | 47 | 24 | 85 | 53 | 32 |
Profitability (%) | 73.0038 | 64.3939 | 81.6794 | 67.6806 | 59.8485 | 75.5725 |
Ratio Avg Win / Avg Loss | 0.0859 | 0.5534 | 0.0404 | 0.4791 | 0.3435 | 0.4432 |
Largest Winning Trade | 19632 | 18529 | 19632 | 56326792 | 8807522 | 56326792 |
Largest Losing Trade | -1836383 | -47632 | -1836383 | -133008102 | -81358032 | -133008102 |
Avg Bars in Trades | 40 | 5 | 76 | 40 | 5 | 76 |
Avg Bars in Winners | 16 | 3 | 27 | 30 | 3 | 51 |
Avg Bars in Losers | 106 | 9 | 296 | 62 | 8 | 152 |
Bars Traded | 10760 | 746 | 10014 | 10760 | 746 | 10014 |
Profit Streak | 0 | 0 | 50.5286 | 0 | 0 | 50.5286 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576420 | -577677 | -576090 | -375003 | -579427 | 442173 |
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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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