Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3946402.1935 | 4112694.9202 | -166292.7267 | -92412.7354 | 284858.0895 | -377270.8249 |
Total P&L (%) | 3946.4022 | 4112.6949 | -166.2927 | -92.4127 | 284.8581 | -377.2708 |
Avg Daily Profit (%) | 1.7782 | 1.8531 | -0.0749 | -0.1161 | 0.0607 | 0 |
Buy And Hold Return (%) | 486.0988 | 486.0988 | 486.0988 | 486.0988 | 486.0988 | 486.0988 |
Max Trade Drawdown | -265780 | -149246 | -137545 | -813558 | -148386 | -666858 |
Profit Factor | 6.4547 | 12.767 | 0.5553 | 0.9054 | 2.2522 | 0.4968 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 8.8752 | 20.8914 | 0.6408 | 1.245 | 3.6855 | 0.5732 |
Largest Winning Trade | 4311734 | 4311734 | 47292 | 460276 | 460276 | 230807 |
Largest Losing Trade | -77063 | -46518 | -77063 | -443187 | -92762 | -443187 |
Avg Bars in Trades | 108 | 103 | 113 | 108 | 103 | 113 |
Avg Bars in Winners | 150 | 151 | 149 | 150 | 151 | 149 |
Avg Bars in Losers | 77 | 73 | 82 | 77 | 73 | 82 |
Bars Traded | 6183 | 3000 | 3183 | 6183 | 3000 | 3183 |
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 | -160026 | 642953 | -603222 | -761681 | -278053 | -603222 |
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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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