Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -51017.2136 | 310503.3695 | -361520.5831 | 34467612.9649 | 7918059.299 | 26549553.666 |
Total P&L (%) | -51.0172 | 310.5034 | -361.5206 | 34467.613 | 7918.0593 | 26549.5537 |
Avg Daily Profit (%) | -0.0204 | 0.124 | -0.1443 | 0.2336 | 0.1752 | 0.2232 |
Buy And Hold Return (%) | 306.7643 | 306.7643 | 306.7643 | 306.7643 | 306.7643 | 306.7643 |
Max Trade Drawdown | -445555 | -52087 | -522149 | -33510890 | -15610863 | -29159117 |
Profit Factor | 0.9459 | 3.086 | 0.5449 | 1.3665 | 1.2162 | 1.4624 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 32 | 28 | 48 | 28 | 20 |
Losing Trades | 32 | 14 | 18 | 44 | 18 | 26 |
Profitability (%) | 65.2174 | 69.5652 | 60.8696 | 52.1739 | 60.8696 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.5045 | 1.3501 | 0.3503 | 1.2526 | 0.7818 | 1.9011 |
Largest Winning Trade | 69623 | 69623 | 48761 | 61889445 | 13161916 | 61889445 |
Largest Losing Trade | -432783 | -33057 | -432783 | -10031743 | -8140540 | -10031743 |
Avg Bars in Trades | 106 | 91 | 120 | 106 | 91 | 120 |
Avg Bars in Winners | 78 | 51 | 107 | 109 | 113 | 104 |
Avg Bars in Losers | 158 | 182 | 140 | 102 | 57 | 133 |
Bars Traded | 9765 | 4211 | 5554 | 9765 | 4211 | 5554 |
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 | -578282 | -182109 | -579295 | 336344 | 259678 | 286604 |
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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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