Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3629987.779 | 3801428.5275 | -171440.7485 | -86837.2998 | 438050.3628 | -524887.6627 |
Total P&L (%) | 3629.9878 | 3801.4285 | -171.4407 | -86.8373 | 438.0504 | -524.8877 |
Avg Daily Profit (%) | 1.6418 | 1.7193 | -0.0775 | -0.0917 | 0.0761 | 0 |
Buy And Hold Return (%) | 167.5658 | 167.5658 | 167.5658 | 167.5658 | 167.5658 | 167.5658 |
Max Trade Drawdown | -319740 | -198701 | -187275 | -1092373 | -544535 | -729698 |
Profit Factor | 5.7337 | 10.5753 | 0.5364 | 0.9443 | 1.6674 | 0.4178 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 35.4839 | 38.7097 | 32.2581 | 35.4839 | 38.7097 | 32.2581 |
Ratio Avg Win / Avg Loss | 10.4249 | 16.7442 | 1.1265 | 1.7168 | 2.64 | 0.8774 |
Largest Winning Trade | 3972043 | 3972043 | 48611 | 1002532 | 1002532 | 300389 |
Largest Losing Trade | -57969 | -57969 | -57414 | -439776 | -177932 | -439776 |
Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Winners | 86 | 96 | 73 | 86 | 96 | 73 |
Avg Bars in Losers | 57 | 44 | 68 | 57 | 44 | 68 |
Bars Traded | 4185 | 2014 | 2171 | 4185 | 2014 | 2171 |
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 | -142193 | 650218 | -586050 | -742422 | -96014 | -587717 |
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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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