Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2757798.0011 | -2407.547 | -2755390.4541 | 1359192.7735 | -86792393.9705 | 88151586.744 |
Total P&L (%) | -2757.798 | -2.4075 | -2755.3905 | 1359.1928 | -86792.394 | 88151.5867 |
Avg Daily Profit (%) | -1.4871 | -0.0013 | -1.4858 | 0.1446 | 0 | 0.3664 |
Buy And Hold Return (%) | 6313.6259 | 6313.6259 | 6313.6259 | 6313.6259 | 6313.6259 | 6313.6259 |
Max Trade Drawdown | -2918204 | -91681 | -2864739 | -127230626 | -90565474 | -92693268 |
Profit Factor | 0.2355 | 0.9898 | 0.1829 | 1.0046 | 0.3808 | 1.5571 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 187 | 84 | 103 | 167 | 76 | 91 |
Losing Trades | 70 | 45 | 25 | 90 | 53 | 37 |
Profitability (%) | 72.7626 | 65.1163 | 80.4688 | 64.9805 | 58.9147 | 71.0938 |
Ratio Avg Win / Avg Loss | 0.0882 | 0.5302 | 0.0444 | 0.5414 | 0.2656 | 0.6331 |
Largest Winning Trade | 20028 | 18529 | 20028 | 48313834 | 5658059 | 48313834 |
Largest Losing Trade | -1781166 | -40480 | -1781166 | -90930714 | -48006015 | -90930714 |
Avg Bars in Trades | 27 | 4 | 51 | 27 | 4 | 51 |
Avg Bars in Winners | 11 | 2 | 19 | 20 | 3 | 35 |
Avg Bars in Losers | 70 | 7 | 183 | 41 | 6 | 90 |
Bars Traded | 7175 | 602 | 6573 | 7175 | 602 | 6573 |
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 | -576204 | -578752 | -576780 | -378929 | -579556 | 430857 |
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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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