Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -327192.9168 | 521095.1935 | -848288.1103 | 30623267.3336 | 17960574.2824 | 12662693.0512 |
Total P&L (%) | -327.1929 | 521.0952 | -848.2881 | 30623.2673 | 17960.5743 | 12662.6931 |
Avg Daily Profit (%) | -0.1444 | 0.2299 | -0.3743 | 0.253 | 0.2295 | 0.2142 |
Buy And Hold Return (%) | 12176.0369 | 12176.0369 | 12176.0369 | 12176.0369 | 12176.0369 | 12176.0369 |
Max Trade Drawdown | -1102792 | -54475 | -1092027 | -3422717 | -3000081 | -2891692 |
Profit Factor | 0.7824 | 3.3285 | 0.3371 | 2.6937 | 3.1713 | 2.291 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 73 | 34 | 39 | 77 | 36 | 41 |
Losing Trades | 53 | 29 | 24 | 49 | 27 | 22 |
Profitability (%) | 57.9365 | 53.9683 | 61.9048 | 61.1111 | 57.1429 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.568 | 2.8391 | 0.2074 | 1.7142 | 2.3784 | 1.2293 |
Largest Winning Trade | 167462 | 167462 | 47474 | 8004992 | 8004992 | 5655324 |
Largest Losing Trade | -625620 | -27799 | -625620 | -1989420 | -1924035 | -1989420 |
Avg Bars in Trades | 34 | 35 | 32 | 34 | 35 | 32 |
Avg Bars in Winners | 44 | 50 | 39 | 44 | 49 | 39 |
Avg Bars in Losers | 19 | 18 | 22 | 18 | 17 | 19 |
Bars Traded | 4302 | 2249 | 2053 | 4302 | 2249 | 2053 |
Profit Streak | 0 | 0 | 65.7025 | 0 | 0 | 65.7025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579415 | -297286 | -725356 | 427039 | -149380 | -286100 |
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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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