Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3984065.7654 | 4279995.8917 | -295930.1263 | -98404.0786 | -25773.6177 | -72630.4609 |
Total P&L (%) | 3984.0658 | 4279.9959 | -295.9301 | -98.4041 | -25.7736 | -72.6305 |
Avg Daily Profit (%) | 2.0291 | 2.1798 | -0.1507 | -0.2105 | -0.0152 | -0.066 |
Buy And Hold Return (%) | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 |
Max Trade Drawdown | -366374 | -88196 | -422323 | -317352 | -133984 | -183367 |
Profit Factor | 5.3324 | 13.8815 | 0.4962 | 0.7126 | 0.8309 | 0.6176 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.9987 | 18.2195 | 0.6512 | 0.9353 | 1.0906 | 0.8106 |
Largest Winning Trade | 4373239 | 4373239 | 57149 | 64670 | 64670 | 46032 |
Largest Losing Trade | -112405 | -53679 | -112405 | -79447 | -47996 | -79447 |
Avg Bars in Trades | 102 | 109 | 94 | 102 | 109 | 94 |
Avg Bars in Winners | 147 | 152 | 142 | 134 | 120 | 148 |
Avg Bars in Losers | 67 | 77 | 57 | 77 | 101 | 53 |
Bars Traded | 7562 | 4068 | 3494 | 7562 | 4068 | 3494 |
Profit Streak | 0 | 0 | 654.0972 | 0 | 0 | 654.0972 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53761 | 602124 | -582051 | -652183 | -581733 | -582051 |
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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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