Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6048903.0241 | 6203661.8257 | -154758.8016 | 80391.3437 | 239452.4271 | -159061.0833 |
Total P&L (%) | 6048.903 | 6203.6618 | -154.7588 | 80.3913 | 239.4524 | -159.0611 |
Avg Daily Profit (%) | 3.0799 | 3.1587 | -0.0788 | 0.03 | 0.0622 | 0 |
Buy And Hold Return (%) | 2473.9484 | 2473.9484 | 2473.9484 | 2473.9484 | 2473.9484 | 2473.9484 |
Max Trade Drawdown | -217398 | -70162 | -204741 | -244957 | -149750 | -196979 |
Profit Factor | 13.2858 | 27.8122 | 0.407 | 1.1207 | 1.7183 | 0.522 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 32.7586 | 37.931 | 27.5862 | 32.7586 | 37.931 | 27.5862 |
Ratio Avg Win / Avg Loss | 27.2709 | 45.5109 | 1.0684 | 2.3004 | 2.8118 | 1.3702 |
Largest Winning Trade | 6304786 | 6304786 | 34958 | 418478 | 418478 | 74427 |
Largest Losing Trade | -49182 | -49017 | -49182 | -71006 | -57046 | -71006 |
Avg Bars in Trades | 58 | 66 | 50 | 58 | 66 | 50 |
Avg Bars in Winners | 116 | 108 | 128 | 116 | 108 | 128 |
Avg Bars in Losers | 29 | 40 | 21 | 29 | 40 | 21 |
Bars Traded | 3387 | 1916 | 1470 | 3387 | 1916 | 1470 |
Profit Streak | 0 | 0 | 638.873 | 0 | 0 | 638.873 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166731 | 555995 | -596999 | -591668 | -277078 | -596999 |
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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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