Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4553740.0226 | 4702678.5144 | -148938.4918 | -66954.7242 | 240259.1859 | -307213.9101 |
Total P&L (%) | 4553.74 | 4702.6785 | -148.9385 | -66.9547 | 240.2592 | -307.2139 |
Avg Daily Profit (%) | 2.0123 | 2.0781 | -0.0658 | -0.0489 | 0.0541 | 0 |
Buy And Hold Return (%) | 605.6755 | 605.6755 | 605.6755 | 605.6755 | 605.6755 | 605.6755 |
Max Trade Drawdown | -254600 | -176600 | -153146 | -797226 | -452919 | -350598 |
Profit Factor | 7.2031 | 14.2956 | 0.6085 | 0.9515 | 1.4066 | 0.611 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 38.5321 | 36.3636 | 40.7407 | 38.5321 | 36.3636 | 40.7407 |
Ratio Avg Win / Avg Loss | 11.4907 | 25.0172 | 0.8851 | 1.5179 | 2.4615 | 0.8887 |
Largest Winning Trade | 4928586 | 4928586 | 28154 | 626184 | 626184 | 100579 |
Largest Losing Trade | -59683 | -44308 | -59683 | -197157 | -132339 | -197157 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 64 | 106 | 26 | 64 | 106 | 26 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 4118 | 2743 | 1375 | 4118 | 2743 | 1375 |
Profit Streak | 0 | 0 | 19.6706 | 0 | 0 | 19.6706 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668757 | -162832 | -763599 | -582170 | -470206 | -763599 |
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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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