Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7265275.8922 | 7328683.3278 | -63407.4356 | 949122.6698 | 1558420.2623 | -609297.5925 |
Total P&L (%) | 7265.2759 | 7328.6833 | -63.4074 | 949.1227 | 1558.4203 | -609.2976 |
Avg Daily Profit (%) | 3.6992 | 3.7315 | -0.0323 | 0.1198 | 0.1431 | 0 |
Buy And Hold Return (%) | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 |
Max Trade Drawdown | -131440 | -41456 | -127894 | -1233076 | -459934 | -1036565 |
Profit Factor | 15.8597 | 36.1422 | 0.7739 | 1.309 | 2.2232 | 0.6611 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Losing Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Profitability (%) | 23.3333 | 31.1111 | 15.5556 | 23.3333 | 31.1111 | 15.5556 |
Ratio Avg Win / Avg Loss | 52.1106 | 80.0292 | 4.2009 | 4.301 | 4.9229 | 3.5886 |
Largest Winning Trade | 7371692 | 7371692 | 66828 | 1808384 | 1808384 | 409798 |
Largest Losing Trade | -36642 | -26502 | -36642 | -356157 | -218335 | -356157 |
Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Winners | 126 | 104 | 170 | 126 | 104 | 170 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 3757 | 1863 | 1894 | 3757 | 1863 | 1894 |
Profit Streak | 0 | 0 | 555.7629 | 0 | 0 | 555.7629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14965 | 530424 | -649068 | -234167 | -170417 | -649068 |
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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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