Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2930834.5084 | -55158.8369 | -2875675.6715 | 351015.8984 | -62489823.0959 | 62840838.9944 |
Total P&L (%) | -2930.8345 | -55.1588 | -2875.6757 | 351.0159 | -62489.8231 | 62840.839 |
Avg Daily Profit (%) | -1.5771 | -0.0297 | -1.5475 | 0.0811 | 0 | 0.3474 |
Buy And Hold Return (%) | 7588.725 | 7588.725 | 7588.725 | 7588.725 | 7588.725 | 7588.725 |
Max Trade Drawdown | -3055698 | -116984 | -2960747 | -76428913 | -66813953 | -35050650 |
Profit Factor | 0.2032 | 0.7857 | 0.1593 | 1.0019 | 0.372 | 1.7227 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 182 | 77 | 105 | 172 | 76 | 96 |
Losing Trades | 75 | 52 | 23 | 85 | 53 | 32 |
Profitability (%) | 70.8171 | 59.6899 | 82.0313 | 66.9261 | 58.9147 | 75 |
Ratio Avg Win / Avg Loss | 0.0837 | 0.5306 | 0.0349 | 0.4951 | 0.2594 | 0.5742 |
Largest Winning Trade | 18529 | 18529 | 18218 | 35295466 | 4471103 | 35295466 |
Largest Losing Trade | -1858217 | -55232 | -1858217 | -39744025 | -39744025 | -34671950 |
Avg Bars in Trades | 41 | 6 | 77 | 41 | 6 | 77 |
Avg Bars in Winners | 17 | 3 | 27 | 32 | 4 | 53 |
Avg Bars in Losers | 101 | 12 | 301 | 61 | 10 | 146 |
Bars Traded | 10762 | 896 | 9866 | 10762 | 896 | 9866 |
Profit Streak | 0 | 0 | 42.0468 | 0 | 0 | 42.0468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576734 | -579456 | -576077 | -467046 | -579556 | 491032 |
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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) |
---|