Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2854143.0112 | 2936834.3372 | -82691.3261 | -14114.9654 | 143079.2516 | -157194.217 |
Total P&L (%) | 2854.143 | 2936.8343 | -82.6913 | -14.115 | 143.0793 | -157.1942 |
Avg Daily Profit (%) | 1.2897 | 1.3271 | -0.0374 | -0.0069 | 0.0401 | 0 |
Buy And Hold Return (%) | 197.7354 | 197.7354 | 197.7354 | 197.7354 | 197.7354 | 197.7354 |
Max Trade Drawdown | -152650 | -109539 | -118988 | -445972 | -231070 | -289311 |
Profit Factor | 5.1359 | 10.6513 | 0.7857 | 0.9861 | 1.3081 | 0.7133 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 |
Ratio Avg Win / Avg Loss | 8.4042 | 17.4293 | 1.2856 | 1.6136 | 2.1406 | 1.1673 |
Largest Winning Trade | 3050898 | 3050898 | 43424 | 326248 | 326248 | 141378 |
Largest Losing Trade | -65506 | -42915 | -65506 | -116889 | -116889 | -98451 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Losers | 31 | 25 | 37 | 31 | 25 | 37 |
Bars Traded | 6297 | 2873 | 3424 | 6297 | 2873 | 3424 |
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 | 615607 | -162874 | -764137 | -582385 | -488840 | -764137 |
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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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