Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2986181.0046 | -50753.49 | -2935427.5146 | -100390.2342 | -80283965.5624 | 80183575.3282 |
Total P&L (%) | -2986.181 | -50.7535 | -2935.4275 | -100.3902 | -80283.9656 | 80183.5753 |
Avg Daily Profit (%) | -1.4619 | -0.0248 | -1.4371 | 0 | 0 | 0.328 |
Buy And Hold Return (%) | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 |
Max Trade Drawdown | -3077302 | -248925 | -3038974 | -309839844 | -116070317 | -201251613 |
Profit Factor | 0.2486 | 0.9075 | 0.1432 | 0.9997 | 0.312 | 1.3725 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 147 | 71 | 76 | 99 | 51 | 48 |
Losing Trades | 46 | 25 | 21 | 94 | 45 | 49 |
Profitability (%) | 76.1658 | 73.9583 | 78.3505 | 51.2953 | 53.125 | 49.4845 |
Ratio Avg Win / Avg Loss | 0.0778 | 0.3195 | 0.0396 | 0.9492 | 0.2753 | 1.4011 |
Largest Winning Trade | 30880 | 30880 | 21992 | 243974952 | 11316889 | 243974952 |
Largest Losing Trade | -1967640 | -77014 | -1967640 | -149661124 | -31224190 | -149661124 |
Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Winners | 18 | 18 | 18 | 60 | 64 | 55 |
Avg Bars in Losers | 199 | 199 | 198 | 62 | 66 | 58 |
Bars Traded | 11836 | 6275 | 5561 | 11836 | 6275 | 5561 |
Profit Streak | 0 | 414.5245 | 0 | 319.5245 | 0 | 321.5245 |
Trades During Streak | 0 | 7 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576375 | -576278 | -577120 | -579012 | -580670 | 351003 |
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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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