Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4862879.2371 | 4925488.7079 | -62609.4708 | -21745.7254 | 77602.3774 | -99348.1027 |
Total P&L (%) | 4862.8792 | 4925.4887 | -62.6095 | -21.7457 | 77.6024 | -99.3481 |
Avg Daily Profit (%) | 2.0518 | 2.0783 | -0.0264 | -0.0103 | 0.0242 | -0.2121 |
Buy And Hold Return (%) | 490.1453 | 490.1453 | 490.1453 | 490.1453 | 490.1453 | 490.1453 |
Max Trade Drawdown | -203644 | -76028 | -202003 | -106417 | -60183 | -140055 |
Profit Factor | 9.4312 | 22.7986 | 0.8215 | 0.9506 | 1.4548 | 0.6314 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 14.1468 | 45.5971 | 0.9389 | 1.4259 | 2.9095 | 0.7216 |
Largest Winning Trade | 4981034 | 4981034 | 67593 | 134431 | 134431 | 35437 |
Largest Losing Trade | -90285 | -38329 | -90285 | -47205 | -27694 | -47205 |
Avg Bars in Trades | 75 | 59 | 92 | 75 | 59 | 92 |
Avg Bars in Winners | 140 | 128 | 148 | 140 | 128 | 148 |
Avg Bars in Losers | 32 | 24 | 42 | 32 | 24 | 42 |
Bars Traded | 4540 | 1780 | 2760 | 4540 | 1780 | 2760 |
Profit Streak | 0 | 0 | 17.7768 | 0 | 0 | 17.7768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154885 | 585895 | -581555 | -756777 | -330654 | -581555 |
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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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