Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -315204.1141 | 559997.8536 | -875201.9677 | 35508194.6532 | 30989559.2197 | 4518635.4335 |
Total P&L (%) | -315.2041 | 559.9979 | -875.202 | 35508.1947 | 30989.5592 | 4518.6354 |
Avg Daily Profit (%) | -0.1378 | 0.2448 | -0.3825 | 0.2571 | 0.2512 | 0.1677 |
Buy And Hold Return (%) | 9525.7821 | 9525.7821 | 9525.7821 | 9525.7821 | 9525.7821 | 9525.7821 |
Max Trade Drawdown | -1142607 | -54631 | -1134901 | -34821511 | -10214117 | -24607393 |
Profit Factor | 0.8018 | 3.0973 | 0.3385 | 1.6926 | 2.567 | 1.1435 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 70 | 34 | 36 | 74 | 36 | 38 |
Losing Trades | 54 | 28 | 26 | 50 | 26 | 24 |
Profitability (%) | 56.4516 | 54.8387 | 58.0645 | 59.6774 | 58.0645 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.6185 | 2.5507 | 0.2444 | 1.1437 | 1.8539 | 0.7222 |
Largest Winning Trade | 164861 | 164861 | 49457 | 17184363 | 17184363 | 14826427 |
Largest Losing Trade | -625620 | -33454 | -625620 | -20646296 | -7766230 | -20646296 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 43 | 42 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 22 | 24 | 20 | 21 | 24 | 17 |
Bars Traded | 4269 | 2138 | 2131 | 4269 | 2138 | 2131 |
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 | -579612 | -304992 | -733912 | 350668 | -142651 | -375084 |
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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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