Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67307.8729 | 685814.9705 | -618507.0975 | 62332590.611 | 53887675.8587 | 8444914.7523 |
Total P&L (%) | 67.3079 | 685.815 | -618.5071 | 62332.5906 | 53887.6759 | 8444.9148 |
Avg Daily Profit (%) | 0.0296 | 0.3019 | -0.2722 | 0.2837 | 0.2773 | 0.196 |
Buy And Hold Return (%) | 9306.7068 | 9306.7068 | 9306.7068 | 9306.7068 | 9306.7068 | 9306.7068 |
Max Trade Drawdown | -722172 | -89331 | -798449 | -50441723 | -13592129 | -41793969 |
Profit Factor | 1.0538 | 3.9422 | 0.3924 | 1.4686 | 1.9693 | 1.1091 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 23 | 26 | 49 | 22 | 27 |
Losing Trades | 52 | 27 | 25 | 52 | 28 | 24 |
Profitability (%) | 48.5149 | 46 | 50.9804 | 48.5149 | 44 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.1183 | 4.6278 | 0.3773 | 1.5585 | 2.5064 | 0.9858 |
Largest Winning Trade | 215740 | 215740 | 43848 | 35311764 | 35311764 | 22043585 |
Largest Losing Trade | -410453 | -30646 | -410453 | -19863713 | -5263750 | -19863713 |
Avg Bars in Trades | 43 | 47 | 38 | 43 | 47 | 38 |
Avg Bars in Winners | 64 | 76 | 52 | 65 | 78 | 54 |
Avg Bars in Losers | 23 | 22 | 24 | 22 | 23 | 20 |
Bars Traded | 4356 | 2373 | 1983 | 4356 | 2373 | 1983 |
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 | -480737 | -331461 | -760706 | 376852 | -170755 | -439665 |
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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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