Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5706726.3597 | 5817863.5533 | -111137.1937 | 210905.5351 | 426726.2649 | -215820.7298 |
Total P&L (%) | 5706.7264 | 5817.8636 | -111.1372 | 210.9055 | 426.7263 | -215.8207 |
Avg Daily Profit (%) | 2.9057 | 2.9623 | -0.0566 | 0.0578 | 0.0846 | 0 |
Buy And Hold Return (%) | 2214.8261 | 2214.8261 | 2214.8261 | 2214.8261 | 2214.8261 | 2214.8261 |
Max Trade Drawdown | -184577 | -93734 | -163979 | -857428 | -617430 | -377277 |
Profit Factor | 11.8634 | 22.0836 | 0.5543 | 1.128 | 1.4316 | 0.6727 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 24.2424 | 30.303 | 18.1818 | 24.2424 | 30.303 | 18.1818 |
Ratio Avg Win / Avg Loss | 37.073 | 50.7922 | 2.4945 | 3.5249 | 3.2928 | 3.0269 |
Largest Winning Trade | 5909051 | 5909051 | 42058 | 609108 | 609108 | 167426 |
Largest Losing Trade | -41912 | -41912 | -40165 | -312511 | -312511 | -138819 |
Avg Bars in Trades | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Winners | 142 | 120 | 178 | 142 | 120 | 178 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 3756 | 1861 | 1895 | 3756 | 1861 | 1895 |
Profit Streak | 0 | 0 | 547.3537 | 0 | 0 | 547.3537 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141896 | 447968 | -637306 | -522120 | -251424 | -637306 |
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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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