Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6148823.6951 | 6235318.601 | -86494.9059 | 454026.8447 | 954232.8511 | -500206.0064 |
Total P&L (%) | 6148.8237 | 6235.3186 | -86.4949 | 454.0268 | 954.2329 | -500.206 |
Avg Daily Profit (%) | 3.1308 | 3.1748 | -0.044 | 0.0872 | 0.12 | 0 |
Buy And Hold Return (%) | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 |
Max Trade Drawdown | -174984 | -55779 | -215038 | -943431 | -264765 | -793767 |
Profit Factor | 11.5481 | 24.3396 | 0.7261 | 1.1979 | 1.9397 | 0.6088 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 32.0513 | 38.4615 | 25.641 | 32.0513 | 38.4615 | 25.641 |
Ratio Avg Win / Avg Loss | 24.4819 | 38.9434 | 2.1057 | 2.5396 | 3.1035 | 1.7655 |
Largest Winning Trade | 6277567 | 6277567 | 61668 | 1193318 | 1193318 | 220628 |
Largest Losing Trade | -41283 | -41283 | -28673 | -336888 | -193069 | -336888 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 154 | 132 | 187 | 154 | 132 | 187 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 5646 | 2698 | 2948 | 5646 | 2698 | 2948 |
Profit Streak | 0 | 0 | 607.4043 | 0 | 0 | 607.4043 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24191 | 618816 | -604385 | -289771 | -198948 | -604385 |
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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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