Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204736.4065 | 2291264.3478 | -86527.9414 | 52684.1714 | 247449.2816 | -194765.1102 |
Total P&L (%) | 2204.7364 | 2291.2643 | -86.5279 | 52.6842 | 247.4493 | -194.7651 |
Avg Daily Profit (%) | 0.9311 | 0.9676 | -0.0365 | 0.0179 | 0.0526 | 0 |
Buy And Hold Return (%) | 484.1103 | 484.1103 | 484.1103 | 484.1103 | 484.1103 | 484.1103 |
Max Trade Drawdown | -183835 | -90488 | -179374 | -453812 | -244276 | -239867 |
Profit Factor | 4.078 | 6.7233 | 0.7261 | 1.0411 | 1.3459 | 0.6562 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 37.5 | 35.7143 | 39.2857 | 37.5 | 35.7143 | 39.2857 |
Ratio Avg Win / Avg Loss | 6.7966 | 12.1019 | 1.1222 | 1.7352 | 2.4226 | 1.0142 |
Largest Winning Trade | 2309900 | 2309900 | 62092 | 367737 | 367737 | 86414 |
Largest Losing Trade | -42031 | -42031 | -25670 | -93886 | -67997 | -93886 |
Avg Bars in Trades | 39 | 32 | 47 | 39 | 32 | 47 |
Avg Bars in Winners | 75 | 60 | 89 | 75 | 60 | 89 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 4456 | 1815 | 2641 | 4456 | 1815 | 2641 |
Profit Streak | 20.5967 | 33.5967 | 0 | 20.5967 | 33.5967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527714 | -165078 | -763333 | -512971 | -472310 | -763333 |
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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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