Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6176060.5856 | 6292382.6207 | -116322.0351 | 110995.6488 | 204044.6891 | -93049.0403 |
Total P&L (%) | 6176.0606 | 6292.3826 | -116.322 | 110.9956 | 204.0447 | -93.049 |
Avg Daily Profit (%) | 3.6266 | 3.6949 | -0.0683 | 0.0439 | 0.0653 | -0.1564 |
Buy And Hold Return (%) | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 |
Max Trade Drawdown | -210100 | -63506 | -185132 | -190092 | -75939 | -182802 |
Profit Factor | 11.5535 | 24.6632 | 0.6357 | 1.1307 | 1.5159 | 0.7949 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 33.871 | 35.4839 | 32.2581 | 33.871 | 35.4839 | 32.2581 |
Ratio Avg Win / Avg Loss | 22.5568 | 44.8422 | 1.335 | 2.2076 | 2.7563 | 1.6692 |
Largest Winning Trade | 6343208 | 6343208 | 63853 | 295650 | 295650 | 126811 |
Largest Losing Trade | -63506 | -63506 | -58975 | -81006 | -64964 | -81006 |
Avg Bars in Trades | 319 | 302 | 336 | 319 | 302 | 336 |
Avg Bars in Winners | 667 | 618 | 722 | 667 | 618 | 722 |
Avg Bars in Losers | 141 | 128 | 153 | 141 | 128 | 153 |
Bars Traded | 19815 | 9371 | 10444 | 19815 | 9371 | 10444 |
Profit Streak | 0 | 0 | 593.7469 | 0 | 0 | 593.7469 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143928 | 559725 | -585467 | -540780 | -274663 | -584356 |
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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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