Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106515.0796 | 2163784.884 | -57269.8044 | -159385.4179 | 1286998.4121 | -1446383.83 |
Total P&L (%) | 2106.5151 | 2163.7849 | -57.2698 | -159.3854 | 1286.9984 | -1446.3838 |
Avg Daily Profit (%) | 1.1334 | 1.1643 | -0.0308 | 0 | 0.1416 | 0 |
Buy And Hold Return (%) | 140.603 | 140.603 | 140.603 | 140.603 | 140.603 | 140.603 |
Max Trade Drawdown | -221279 | -124623 | -134006 | -4182924 | -1446819 | -2973824 |
Profit Factor | 4.0441 | 7.9704 | 0.8499 | 0.9698 | 1.6815 | 0.5729 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 16 | 17 | 40 | 20 | 20 |
Losing Trades | 40 | 21 | 19 | 33 | 17 | 16 |
Profitability (%) | 45.2055 | 43.2432 | 47.2222 | 54.7945 | 54.0541 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.9019 | 10.4611 | 0.9499 | 0.8001 | 1.4293 | 0.4583 |
Largest Winning Trade | 2125470 | 2125470 | 75727 | 2125470 | 2125470 | 458599 |
Largest Losing Trade | -112241 | -43952 | -112241 | -2688076 | -792057 | -2688076 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 64 | 68 | 60 | 44 | 49 | 40 |
Avg Bars in Losers | 35 | 33 | 38 | 53 | 48 | 58 |
Bars Traded | 3556 | 1805 | 1751 | 3556 | 1805 | 1751 |
Profit Streak | 0 | 0 | 20.9236 | 16.9236 | 18.9236 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57592 | 697977 | -581308 | -655584 | -427 | -580059 |
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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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