Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3432763.1825 | 3465442.8466 | -32679.6641 | -6780.8116 | 146001.8569 | -152782.6684 |
Total P&L (%) | 3432.7632 | 3465.4428 | -32.6797 | -6.7808 | 146.0019 | -152.7827 |
Avg Daily Profit (%) | 1.5442 | 1.5589 | -0.0147 | -0.0032 | 0.0405 | 0 |
Buy And Hold Return (%) | 516.7474 | 516.7474 | 516.7474 | 516.7474 | 516.7474 | 516.7474 |
Max Trade Drawdown | -182161 | -107939 | -102281 | -477218 | -169190 | -326465 |
Profit Factor | 7.2553 | 14.754 | 0.8899 | 0.9913 | 1.4552 | 0.6689 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 10.2784 | 20.9016 | 1.2607 | 1.4044 | 2.0615 | 0.9476 |
Largest Winning Trade | 3547078 | 3547078 | 42320 | 338725 | 338725 | 147393 |
Largest Losing Trade | -82256 | -59799 | -82256 | -144000 | -82462 | -144000 |
Avg Bars in Trades | 106 | 100 | 112 | 106 | 100 | 112 |
Avg Bars in Winners | 178 | 167 | 189 | 178 | 167 | 189 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 6181 | 2909 | 3272 | 6181 | 2909 | 3272 |
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 | -160750 | 674985 | -582518 | -761963 | -305845 | -584185 |
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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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