Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6043260.1078 | 6142120.3573 | -98860.2495 | 175137.0611 | 111900.4801 | 63236.581 |
Total P&L (%) | 6043.2601 | 6142.1204 | -98.8602 | 175.1371 | 111.9005 | 63.2366 |
Avg Daily Profit (%) | 3.0786 | 3.1289 | -0.0504 | 0.0516 | 0.0383 | 0.025 |
Buy And Hold Return (%) | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 |
Max Trade Drawdown | -319898 | -75669 | -233522 | -143668 | -134926 | -143661 |
Profit Factor | 10.2203 | 21.4137 | 0.7212 | 1.219 | 1.2663 | 1.1667 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 35.9375 | 37.5 | 34.375 | 35.9375 | 37.5 | 34.375 |
Ratio Avg Win / Avg Loss | 18.2189 | 35.6894 | 1.3768 | 2.173 | 2.1105 | 2.2272 |
Largest Winning Trade | 6154117 | 6154117 | 66173 | 126742 | 126742 | 75131 |
Largest Losing Trade | -60157 | -60157 | -53692 | -84583 | -84583 | -65070 |
Avg Bars in Trades | 178 | 174 | 181 | 178 | 174 | 181 |
Avg Bars in Winners | 309 | 307 | 311 | 309 | 307 | 311 |
Avg Bars in Losers | 104 | 95 | 113 | 104 | 95 | 113 |
Bars Traded | 11404 | 5594 | 5810 | 11404 | 5594 | 5810 |
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 | -128158 | 586457 | -585220 | -438367 | -311472 | -367501 |
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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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