Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6002895.6354 | 6113255.182 | -110359.5466 | 179114.5768 | 281680.0873 | -102565.5104 |
Total P&L (%) | 6002.8956 | 6113.2552 | -110.3595 | 179.1146 | 281.6801 | -102.5655 |
Avg Daily Profit (%) | 3.058 | 3.1142 | -0.0562 | 0.0523 | 0.0683 | 0 |
Buy And Hold Return (%) | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 |
Max Trade Drawdown | -225317 | -110703 | -198058 | -267582 | -137426 | -240743 |
Profit Factor | 10.1603 | 21.1508 | 0.6864 | 1.1848 | 1.6392 | 0.806 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 35.2459 | 29.5082 | 40.9836 | 35.2459 | 29.5082 | 40.9836 |
Ratio Avg Win / Avg Loss | 18.6665 | 50.5269 | 0.9885 | 2.1767 | 3.9159 | 1.1607 |
Largest Winning Trade | 6201224 | 6201224 | 53694 | 380204 | 380204 | 68716 |
Largest Losing Trade | -44816 | -44816 | -29629 | -57972 | -57972 | -52782 |
Avg Bars in Trades | 92 | 118 | 67 | 92 | 118 | 67 |
Avg Bars in Winners | 167 | 239 | 115 | 167 | 239 | 115 |
Avg Bars in Losers | 52 | 67 | 34 | 52 | 67 | 34 |
Bars Traded | 11340 | 7212 | 4128 | 11340 | 7212 | 4128 |
Profit Streak | 0 | 0 | 604.8257 | 0 | 0 | 604.8257 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576238 | -150368 | -744892 | -310436 | -436375 | -743226 |
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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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