Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2374502.6929 | -7350.5237 | -2367152.1691 | -2666791.1326 | 7505799.4683 | -10172590.6009 |
Total P&L (%) | -2374.5027 | -7.3505 | -2367.1522 | -2666.7911 | 7505.7995 | -10172.5906 |
Avg Daily Profit (%) | -1.3211 | -0.0041 | -1.317 | 0 | 0.2413 | 0 |
Buy And Hold Return (%) | 363.6607 | 363.6607 | 363.6607 | 363.6607 | 363.6607 | 363.6607 |
Max Trade Drawdown | -2593955 | -136349 | -2574738 | -37733215 | -1171342 | -41551930 |
Profit Factor | 0.2808 | 0.9822 | 0.1807 | 0.9556 | 1.863 | 0.8019 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 163 | 76 | 87 | 90 | 54 | 36 |
Losing Trades | 84 | 48 | 36 | 157 | 70 | 87 |
Profitability (%) | 65.9919 | 61.2903 | 70.7317 | 36.4372 | 43.5484 | 29.2683 |
Ratio Avg Win / Avg Loss | 0.1447 | 0.6203 | 0.0748 | 1.667 | 2.4151 | 1.938 |
Largest Winning Trade | 38320 | 21955 | 38320 | 31201275 | 2928440 | 31201275 |
Largest Losing Trade | -1268241 | -52003 | -1268241 | -35255337 | -827440 | -35255337 |
Avg Bars in Trades | 86 | 73 | 98 | 86 | 73 | 98 |
Avg Bars in Winners | 53 | 54 | 51 | 113 | 93 | 144 |
Avg Bars in Losers | 149 | 103 | 211 | 70 | 58 | 79 |
Bars Traded | 21246 | 9138 | 12108 | 21246 | 9138 | 12108 |
Profit Streak | 3.7779 | 39.6112 | 0 | 0 | 0 | 13.8612 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577838 | -578111 | -578318 | -581982 | 330934 | -588632 |
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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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