Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3421157.8975 | 3547059.4887 | -125901.5912 | -59484.0534 | 206965.0621 | -266449.1154 |
Total P&L (%) | 3421.1579 | 3547.0595 | -125.9016 | -59.4841 | 206.9651 | -266.4491 |
Avg Daily Profit (%) | 1.5462 | 1.6031 | -0.0569 | -0.0408 | 0.0507 | 0 |
Buy And Hold Return (%) | 122.3325 | 122.3325 | 122.3325 | 122.3325 | 122.3325 | 122.3325 |
Max Trade Drawdown | -213437 | -148965 | -136245 | -666559 | -337015 | -437347 |
Profit Factor | 5.4746 | 12.1119 | 0.7173 | 0.963 | 1.3044 | 0.7132 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 29.0323 | 27.4194 | 30.6452 | 29.0323 | 27.4194 | 30.6452 |
Ratio Avg Win / Avg Loss | 13.3825 | 32.0609 | 1.6234 | 2.3541 | 3.4527 | 1.6141 |
Largest Winning Trade | 3699170 | 3699170 | 46536 | 427016 | 427016 | 204088 |
Largest Losing Trade | -52509 | -47118 | -52509 | -143357 | -101292 | -143357 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 119 | 127 | 112 | 119 | 127 | 112 |
Avg Bars in Losers | 22 | 16 | 29 | 22 | 16 | 29 |
Bars Traded | 6317 | 2918 | 3399 | 6317 | 2918 | 3399 |
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 | 368734 | -151218 | -739985 | -589714 | -306536 | -739985 |
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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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