Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2432330.0737 | -143494.5124 | -2288835.5613 | 2294778.7808 | 13037930.8628 | -10743152.0821 |
Total P&L (%) | -2432.3301 | -143.4945 | -2288.8356 | 2294.7788 | 13037.9309 | -10743.1521 |
Avg Daily Profit (%) | -1.2945 | -0.0764 | -1.2181 | 0.1692 | 0.2599 | 0 |
Buy And Hold Return (%) | 557.9915 | 557.9915 | 557.9915 | 557.9915 | 557.9915 | 557.9915 |
Max Trade Drawdown | -2488922 | -176955 | -2361362 | -23309791 | -2200912 | -27887850 |
Profit Factor | 0.2622 | 0.5213 | 0.2363 | 1.0374 | 2.6052 | 0.7984 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 195 | 78 | 117 | 121 | 69 | 52 |
Losing Trades | 110 | 75 | 35 | 184 | 84 | 100 |
Profitability (%) | 63.9344 | 50.9804 | 76.9737 | 39.6721 | 45.098 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.1479 | 0.5012 | 0.0707 | 1.5775 | 3.1716 | 1.5355 |
Largest Winning Trade | 26115 | 15835 | 26115 | 7677764 | 3937669 | 7677764 |
Largest Losing Trade | -1491853 | -23298 | -1491853 | -12340385 | -1632188 | -12340385 |
Avg Bars in Trades | 71 | 5 | 138 | 71 | 5 | 138 |
Avg Bars in Winners | 45 | 3 | 73 | 87 | 6 | 193 |
Avg Bars in Losers | 118 | 7 | 355 | 61 | 4 | 110 |
Bars Traded | 21926 | 831 | 21095 | 21926 | 831 | 21095 |
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 | -577376 | -580126 | -577040 | -175088 | 436897 | -583899 |
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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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