Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5378619.1164 | 5551609.1128 | -172989.9963 | -20256.8044 | 77255.6569 | -97512.4613 |
Total P&L (%) | 5378.6191 | 5551.6091 | -172.99 | -20.2568 | 77.2557 | -97.5125 |
Avg Daily Profit (%) | 2.74 | 2.8281 | -0.0881 | -0.0115 | 0.0292 | -0.188 |
Buy And Hold Return (%) | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 |
Max Trade Drawdown | -280601 | -101633 | -240097 | -166562 | -82565 | -123738 |
Profit Factor | 8.3956 | 16.7888 | 0.5395 | 0.956 | 1.3429 | 0.5858 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 34.1667 | 35 | 33.3333 | 34.1667 | 35 | 33.3333 |
Ratio Avg Win / Avg Loss | 16.1769 | 31.1791 | 1.079 | 1.8421 | 2.4939 | 1.1717 |
Largest Winning Trade | 5705085 | 5705085 | 42334 | 182136 | 182136 | 31193 |
Largest Losing Trade | -39564 | -39564 | -27936 | -39029 | -39029 | -30549 |
Avg Bars in Trades | 94 | 88 | 99 | 94 | 88 | 99 |
Avg Bars in Winners | 165 | 173 | 156 | 165 | 173 | 156 |
Avg Bars in Losers | 57 | 43 | 71 | 57 | 43 | 71 |
Bars Traded | 11327 | 5335 | 5992 | 11327 | 5335 | 5992 |
Profit Streak | 0 | 0 | 554.1388 | 0 | 0 | 554.1388 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513701 | -155025 | -754467 | -583839 | -493532 | -754467 |
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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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