Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4222690.9912 | 4488561.1222 | -265870.131 | 438133.8122 | 813280.6286 | -375146.8164 |
Total P&L (%) | 4222.691 | 4488.5611 | -265.8701 | 438.1338 | 813.2806 | -375.1468 |
Avg Daily Profit (%) | 2.15 | 2.2854 | -0.1354 | 0.0857 | 0.1127 | 0 |
Buy And Hold Return (%) | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 |
Max Trade Drawdown | -268075 | -66226 | -338676 | -868051 | -294504 | -645617 |
Profit Factor | 6.4651 | 21.9316 | 0.5237 | 1.2073 | 2.2653 | 0.7449 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 20 | 17 | 39 | 19 | 20 |
Losing Trades | 32 | 15 | 17 | 30 | 16 | 14 |
Profitability (%) | 53.6232 | 57.1429 | 50 | 56.5217 | 54.2857 | 58.8235 |
Ratio Avg Win / Avg Loss | 5.5915 | 16.4487 | 0.5237 | 0.9287 | 1.9076 | 0.5214 |
Largest Winning Trade | 4419462 | 4419462 | 59676 | 730242 | 730242 | 246176 |
Largest Losing Trade | -201404 | -66226 | -201404 | -338626 | -256236 | -338626 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 60 | 73 | 46 | 56 | 63 | 50 |
Avg Bars in Losers | 38 | 33 | 42 | 42 | 47 | 36 |
Bars Traded | 3479 | 1969 | 1511 | 3479 | 1969 | 1511 |
Profit Streak | 0 | 0 | 544.3081 | 0 | 0 | 544.3081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92300 | 537490 | -579835 | -351586 | -203064 | -578692 |
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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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