Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4633806.7866 | 4839441.2091 | -205634.4224 | -67538.4295 | -8425.8544 | -59112.5752 |
Total P&L (%) | 4633.8068 | 4839.4412 | -205.6344 | -67.5384 | -8.4259 | -59.1126 |
Avg Daily Profit (%) | 2.3606 | 2.4653 | -0.1048 | -0.0573 | -0.0045 | -0.0456 |
Buy And Hold Return (%) | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 |
Max Trade Drawdown | -342432 | -101048 | -253164 | -50606 | -16789 | -32444 |
Profit Factor | 7.6794 | 17.6104 | 0.489 | 0.6173 | 0.8797 | 0.4446 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 34.375 | 37.5 | 31.25 | 34.375 | 37.5 | 31.25 |
Ratio Avg Win / Avg Loss | 14.6607 | 29.3506 | 1.0757 | 1.1786 | 1.4662 | 0.9781 |
Largest Winning Trade | 4955519 | 4955519 | 56291 | 26333 | 26333 | 10450 |
Largest Losing Trade | -58832 | -58832 | -55475 | -48862 | -14385 | -48862 |
Avg Bars in Trades | 177 | 168 | 186 | 177 | 168 | 186 |
Avg Bars in Winners | 327 | 302 | 357 | 327 | 302 | 357 |
Avg Bars in Losers | 99 | 88 | 108 | 99 | 88 | 108 |
Bars Traded | 11369 | 5399 | 5970 | 11369 | 5399 | 5970 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130187 | 538923 | -586435 | -728965 | -584004 | -588102 |
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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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