Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5183208.3308 | 5468808.3862 | -285600.0554 | -89994.8567 | 121329.8603 | -211324.717 |
Total P&L (%) | 5183.2083 | 5468.8084 | -285.6001 | -89.9949 | 121.3299 | -211.3247 |
Avg Daily Profit (%) | 2.6391 | 2.7845 | -0.1454 | -0.1171 | 0.0405 | 0 |
Buy And Hold Return (%) | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 |
Max Trade Drawdown | -343846 | -145216 | -367609 | -254258 | -80941 | -221799 |
Profit Factor | 6.1131 | 12.9263 | 0.4856 | 0.8045 | 1.6462 | 0.2246 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 30.198 | 28.7129 | 31.6832 | 30.198 | 28.7129 | 31.6832 |
Ratio Avg Win / Avg Loss | 14.1302 | 32.0928 | 1.047 | 1.8596 | 4.087 | 0.4844 |
Largest Winning Trade | 5689387 | 5689387 | 56824 | 253974 | 253974 | 17800 |
Largest Losing Trade | -38680 | -29552 | -38680 | -99966 | -34087 | -99966 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 5664 | 2723 | 2941 | 5664 | 2723 | 2941 |
Profit Streak | 0 | 0 | 559.837 | 0 | 0 | 559.837 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500258 | 254928 | -585658 | -584365 | -314976 | -587324 |
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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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