Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -131364.5369 | 624704.8507 | -756069.3876 | 31579503.5251 | 17454693.1437 | 14124810.3814 |
Total P&L (%) | -131.3645 | 624.7049 | -756.0694 | 31579.5035 | 17454.6931 | 14124.8104 |
Avg Daily Profit (%) | -0.0581 | 0.2764 | -0.3345 | 0.2551 | 0.2289 | 0.2196 |
Buy And Hold Return (%) | 10791.8527 | 10791.8527 | 10791.8527 | 10791.8527 | 10791.8527 | 10791.8527 |
Max Trade Drawdown | -945467 | -48373 | -991354 | -3934608 | -2870461 | -3856866 |
Profit Factor | 0.9024 | 3.9138 | 0.3315 | 2.8653 | 2.9926 | 2.7288 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 63 | 28 | 35 | 65 | 28 | 37 |
Losing Trades | 49 | 28 | 21 | 47 | 28 | 19 |
Profitability (%) | 56.25 | 50 | 62.5 | 58.0357 | 50 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7018 | 3.9138 | 0.1989 | 2.0718 | 2.9926 | 1.4013 |
Largest Winning Trade | 333298 | 333298 | 44592 | 15687836 | 15687836 | 9011110 |
Largest Losing Trade | -630571 | -25813 | -630571 | -3856866 | -1669788 | -3856866 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 47 | 48 | 46 | 48 | 50 | 46 |
Avg Bars in Losers | 24 | 28 | 18 | 22 | 27 | 15 |
Bars Traded | 4193 | 2160 | 2033 | 4193 | 2160 | 2033 |
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 | -579670 | -330144 | -759212 | 437076 | -175494 | -235365 |
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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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