Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2996196.0904 | -140389.8511 | -2855806.2393 | -100117.1186 | 3676966.1442 | -3777083.2628 |
Total P&L (%) | -2996.1961 | -140.3899 | -2855.8062 | -100.1171 | 3676.9661 | -3777.0833 |
Avg Daily Profit (%) | -1.4384 | -0.0674 | -1.371 | 0 | 0.1745 | 0 |
Buy And Hold Return (%) | 68.2456 | 68.2456 | 68.2456 | 68.2456 | 68.2456 | 68.2456 |
Max Trade Drawdown | -3196668 | -216439 | -3016473 | -20585371 | -1715942 | -20200130 |
Profit Factor | 0.2596 | 0.7145 | 0.1967 | 0.9962 | 1.9525 | 0.8295 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 159 | 72 | 87 | 123 | 61 | 62 |
Losing Trades | 107 | 61 | 46 | 143 | 72 | 71 |
Profitability (%) | 59.7744 | 54.1353 | 65.4135 | 46.2406 | 45.8647 | 46.6165 |
Ratio Avg Win / Avg Loss | 0.1747 | 0.6054 | 0.104 | 1.1581 | 2.3046 | 0.9499 |
Largest Winning Trade | 34944 | 34944 | 31619 | 6509183 | 2383930 | 6509183 |
Largest Losing Trade | -2530894 | -59329 | -2530894 | -20200130 | -1715942 | -20200130 |
Avg Bars in Trades | 92 | 46 | 137 | 92 | 46 | 137 |
Avg Bars in Winners | 65 | 34 | 91 | 94 | 51 | 136 |
Avg Bars in Losers | 131 | 61 | 224 | 89 | 42 | 138 |
Bars Traded | 24480 | 6193 | 18287 | 24480 | 6193 | 18287 |
Profit Streak | 60.6097 | 86.1097 | 60.6097 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577143 | -579482 | -578421 | -579181 | 349871 | -582295 |
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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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