Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5824115.2785 | 6028093.7942 | -203978.5158 | -65218.6345 | 33641.0651 | -98859.6995 |
Total P&L (%) | 5824.1153 | 6028.0938 | -203.9785 | -65.2186 | 33.6411 | -98.8597 |
Avg Daily Profit (%) | 2.9669 | 3.0709 | -0.1039 | -0.0538 | 0.0148 | -0.2277 |
Buy And Hold Return (%) | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 |
Max Trade Drawdown | -308290 | -113317 | -240889 | -123732 | -49699 | -90009 |
Profit Factor | 9.1556 | 18.4663 | 0.4472 | 0.7848 | 1.2348 | 0.3811 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 25 | 28.9474 | 21.0526 | 25 | 28.9474 | 21.0526 |
Ratio Avg Win / Avg Loss | 27.4669 | 45.3264 | 1.677 | 2.3543 | 3.0308 | 1.4291 |
Largest Winning Trade | 6207623 | 6207623 | 50680 | 103795 | 103795 | 17113 |
Largest Losing Trade | -55311 | -47442 | -55311 | -24434 | -19523 | -24434 |
Avg Bars in Trades | 149 | 146 | 151 | 149 | 146 | 151 |
Avg Bars in Winners | 390 | 342 | 456 | 390 | 342 | 456 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 11336 | 5564 | 5772 | 11336 | 5564 | 5772 |
Profit Streak | 0 | 0 | 563.0976 | 0 | 0 | 563.0976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62956 | 303167 | -624616 | -661592 | -350493 | -625727 |
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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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