Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6192577.6259 | 6309348.2711 | -116770.6452 | 224070.1208 | 924013.599 | -699943.4783 |
Total P&L (%) | 6192.5776 | 6309.3483 | -116.7706 | 224.0701 | 924.0136 | -699.9435 |
Avg Daily Profit (%) | 3.153 | 3.2125 | -0.0595 | 0.0599 | 0.1185 | 0 |
Buy And Hold Return (%) | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 |
Max Trade Drawdown | -152518 | -74902 | -192843 | -1098545 | -357885 | -844318 |
Profit Factor | 10.0714 | 20.519 | 0.6751 | 1.0926 | 1.8205 | 0.459 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 26.506 | 28.9157 | 24.0964 | 26.506 | 28.9157 | 24.0964 |
Ratio Avg Win / Avg Loss | 27.9253 | 50.4426 | 2.1266 | 3.0295 | 4.4755 | 1.4459 |
Largest Winning Trade | 6396385 | 6396385 | 59500 | 1255448 | 1255448 | 238095 |
Largest Losing Trade | -37959 | -21065 | -37959 | -211762 | -211762 | -194852 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 63 | 55 | 72 | 63 | 55 | 72 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 3756 | 1789 | 1967 | 3756 | 1789 | 1967 |
Profit Streak | 0 | 0 | 551.1067 | 0 | 0 | 551.1067 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -890 | 311017 | -611268 | -418332 | -209300 | -612379 |
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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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