Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6355990.4992 | 6423481.2127 | -67490.7135 | 600492.6438 | 833177.5167 | -232684.8729 |
Total P&L (%) | 6355.9905 | 6423.4812 | -67.4907 | 600.4926 | 833.1775 | -232.6849 |
Avg Daily Profit (%) | 3.2362 | 3.2706 | -0.0344 | 0.0992 | 0.1138 | 0 |
Buy And Hold Return (%) | 1557.4924 | 1557.4924 | 1557.4924 | 1557.4924 | 1557.4924 | 1557.4924 |
Max Trade Drawdown | -176794 | -77045 | -152849 | -1093784 | -739624 | -693849 |
Profit Factor | 12.6722 | 22.7991 | 0.7299 | 1.2039 | 1.5044 | 0.8201 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 29.7619 | 30.9524 | 28.5714 | 29.7619 | 30.9524 | 28.5714 |
Ratio Avg Win / Avg Loss | 29.9064 | 50.8595 | 1.8248 | 2.8412 | 3.356 | 2.0501 |
Largest Winning Trade | 6470006 | 6470006 | 54954 | 1083777 | 1083777 | 340416 |
Largest Losing Trade | -40700 | -40700 | -24086 | -281656 | -256276 | -281656 |
Avg Bars in Trades | 67 | 83 | 51 | 67 | 83 | 51 |
Avg Bars in Winners | 150 | 187 | 110 | 150 | 187 | 110 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 5651 | 3486 | 2165 | 5651 | 3486 | 2165 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470019 | 517067 | -592031 | -233943 | -211376 | -592031 |
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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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