Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124111.1155 | 591033.5002 | -466922.3847 | 16980393.007 | 1166845.3415 | 15813547.6655 |
Total P&L (%) | 124.1111 | 591.0335 | -466.9224 | 16980.393 | 1166.8453 | 15813.5477 |
Avg Daily Profit (%) | 0.0567 | 0.2701 | -0.2134 | 0.2352 | 0.1161 | 0.232 |
Buy And Hold Return (%) | 584.156 | 584.156 | 584.156 | 584.156 | 584.156 | 584.156 |
Max Trade Drawdown | -622664 | -91601 | -593741 | -10233736 | -7466432 | -4791055 |
Profit Factor | 1.1039 | 3.0807 | 0.4874 | 1.5634 | 1.076 | 2.0698 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 18 | 21 | 49 | 25 | 24 |
Losing Trades | 48 | 26 | 22 | 38 | 19 | 19 |
Profitability (%) | 44.8276 | 40.9091 | 48.8372 | 56.3218 | 56.8182 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3586 | 4.4498 | 0.5106 | 1.2124 | 0.8177 | 1.6386 |
Largest Winning Trade | 362656 | 362656 | 55268 | 18801196 | 6962957 | 18801196 |
Largest Losing Trade | -496354 | -28079 | -496354 | -4791055 | -2972864 | -4791055 |
Avg Bars in Trades | 48 | 32 | 63 | 48 | 32 | 63 |
Avg Bars in Winners | 71 | 45 | 94 | 37 | 27 | 47 |
Avg Bars in Losers | 28 | 23 | 34 | 62 | 38 | 85 |
Bars Traded | 4181 | 1435 | 2746 | 4181 | 1435 | 2746 |
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 | -391008 | -151069 | -581179 | 399017 | -182161 | 469816 |
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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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