Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -323904.0622 | 527264.395 | -851168.4573 | 29441167.0328 | 17272133.763 | 12169033.2698 |
Total P&L (%) | -323.9041 | 527.2644 | -851.1685 | 29441.167 | 17272.1338 | 12169.0333 |
Avg Daily Profit (%) | -0.143 | 0.2328 | -0.3758 | 0.2515 | 0.228 | 0.2126 |
Buy And Hold Return (%) | 12186.0563 | 12186.0563 | 12186.0563 | 12186.0563 | 12186.0563 | 12186.0563 |
Max Trade Drawdown | -1102792 | -52595 | -1095317 | -3235048 | -2835585 | -2730352 |
Profit Factor | 0.7858 | 3.2997 | 0.3364 | 2.6966 | 3.1618 | 2.2996 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 69 | 33 | 36 | 73 | 35 | 38 |
Losing Trades | 55 | 29 | 26 | 51 | 27 | 24 |
Profitability (%) | 55.6452 | 53.2258 | 58.0645 | 58.871 | 56.4516 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.6263 | 2.8997 | 0.243 | 1.8839 | 2.4391 | 1.4524 |
Largest Winning Trade | 167462 | 167462 | 51973 | 7566074 | 7566074 | 5345240 |
Largest Losing Trade | -625620 | -28269 | -625620 | -1912876 | -1818539 | -1912876 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 45 | 49 | 42 | 45 | 48 | 42 |
Avg Bars in Losers | 20 | 21 | 20 | 19 | 20 | 17 |
Bars Traded | 4302 | 2252 | 2050 | 4302 | 2252 | 2050 |
Profit Streak | 0 | 0 | 64.3575 | 0 | 0 | 64.3575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579717 | -304913 | -733353 | 395464 | -174954 | -306523 |
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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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