Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5553970.0517 | 5730137.6153 | -176167.5636 | -32091.7898 | 78960.4926 | -111052.2824 |
Total P&L (%) | 5553.9701 | 5730.1376 | -176.1676 | -32.0918 | 78.9605 | -111.0523 |
Avg Daily Profit (%) | 2.8286 | 2.9183 | -0.0897 | -0.0197 | 0.0296 | 0 |
Buy And Hold Return (%) | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 |
Max Trade Drawdown | -289387 | -99987 | -233713 | -141295 | -77217 | -142108 |
Profit Factor | 9.5883 | 20.1606 | 0.4932 | 0.9252 | 1.401 | 0.521 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 31.9444 | 33.3333 | 30.5556 | 31.9444 | 33.3333 | 30.5556 |
Ratio Avg Win / Avg Loss | 20.4273 | 40.3211 | 1.121 | 1.971 | 2.8019 | 1.1842 |
Largest Winning Trade | 5856149 | 5856149 | 53426 | 143564 | 143564 | 41918 |
Largest Losing Trade | -65722 | -51200 | -65722 | -36750 | -35969 | -36750 |
Avg Bars in Trades | 104 | 101 | 106 | 104 | 101 | 106 |
Avg Bars in Winners | 220 | 211 | 229 | 220 | 211 | 229 |
Avg Bars in Losers | 50 | 46 | 53 | 50 | 46 | 53 |
Bars Traded | 7516 | 3668 | 3848 | 7516 | 3668 | 3848 |
Profit Streak | 0 | 0 | 598.1268 | 0 | 0 | 598.1268 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70429 | 505776 | -585716 | -668799 | -323729 | -585716 |
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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) |
---|