Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3714222.1353 | 3872967.364 | -158745.2287 | -113127.5553 | -63025.655 | -50101.9003 |
Total P&L (%) | 3714.2221 | 3872.9674 | -158.7452 | -113.1276 | -63.0257 | -50.1019 |
Avg Daily Profit (%) | 1.6682 | 1.7395 | -0.0713 | 0 | -0.0447 | -0.0312 |
Buy And Hold Return (%) | 213.6247 | 213.6247 | 213.6247 | 213.6247 | 213.6247 | 213.6247 |
Max Trade Drawdown | -232241 | -127378 | -169048 | -217019 | -95368 | -84976 |
Profit Factor | 5.8384 | 12.0121 | 0.6184 | 0.6853 | 0.6631 | 0.7095 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 16 | 16 | 40 | 20 | 20 |
Losing Trades | 43 | 21 | 22 | 35 | 17 | 18 |
Profitability (%) | 42.6667 | 43.2432 | 42.1053 | 53.3333 | 54.0541 | 52.6316 |
Ratio Avg Win / Avg Loss | 7.8454 | 15.7659 | 0.8502 | 0.5997 | 0.5636 | 0.6385 |
Largest Winning Trade | 4036105 | 4036105 | 38151 | 28139 | 28139 | 27896 |
Largest Losing Trade | -111912 | -49017 | -111912 | -74947 | -74947 | -43178 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 83 | 73 | 92 | 32 | 36 | 28 |
Avg Bars in Losers | 36 | 38 | 35 | 84 | 73 | 94 |
Bars Traded | 4246 | 1979 | 2267 | 4246 | 1979 | 2267 |
Profit Streak | 0 | 39.9302 | 0 | 9.4302 | 0 | 18.4302 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41800 | 751510 | -583835 | -640957 | -580247 | -579861 |
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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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