Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3697251.9275 | 3837322.1104 | -140070.183 | -110740.0267 | -53562.2453 | -57177.7814 |
Total P&L (%) | 3697.2519 | 3837.3221 | -140.0702 | -110.74 | -53.5622 | -57.1778 |
Avg Daily Profit (%) | 1.6666 | 1.7297 | -0.0631 | 0 | -0.0346 | -0.0382 |
Buy And Hold Return (%) | 245.1974 | 245.1974 | 245.1974 | 245.1974 | 245.1974 | 245.1974 |
Max Trade Drawdown | -230114 | -110557 | -163554 | -155922 | -54489 | -64531 |
Profit Factor | 5.9814 | 12.1739 | 0.6488 | 0.5738 | 0.5827 | 0.565 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 14 | 15 | 40 | 21 | 19 |
Losing Trades | 43 | 22 | 21 | 32 | 15 | 17 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 55.5556 | 58.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 8.869 | 19.1303 | 0.9083 | 0.459 | 0.4162 | 0.5055 |
Largest Winning Trade | 3984698 | 3984698 | 39950 | 15634 | 15634 | 15496 |
Largest Losing Trade | -107133 | -49017 | -107133 | -42927 | -42927 | -41334 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 87 | 83 | 91 | 35 | 35 | 35 |
Avg Bars in Losers | 39 | 37 | 42 | 88 | 82 | 93 |
Bars Traded | 4235 | 1979 | 2256 | 4235 | 1979 | 2256 |
Profit Streak | 14.0568 | 14.0568 | 18.0568 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64049 | 675866 | -583456 | -663557 | -579699 | -580420 |
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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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