Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6853616.3507 | 6977196.0684 | -123579.7177 | 368755.0945 | 663029.8217 | -294274.7271 |
Total P&L (%) | 6853.6164 | 6977.1961 | -123.5797 | 368.7551 | 663.0298 | -294.2747 |
Avg Daily Profit (%) | 3.4896 | 3.5525 | -0.0629 | 0.0787 | 0.1035 | 0 |
Buy And Hold Return (%) | 2352.4887 | 2352.4887 | 2352.4887 | 2352.4887 | 2352.4887 | 2352.4887 |
Max Trade Drawdown | -189610 | -67931 | -178758 | -680040 | -342542 | -473955 |
Profit Factor | 18.7682 | 42.1772 | 0.4286 | 1.3456 | 2.4761 | 0.5238 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 27.2727 | 33.3333 | 21.2121 | 27.2727 | 33.3333 | 21.2121 |
Ratio Avg Win / Avg Loss | 50.0484 | 84.3545 | 1.592 | 3.5882 | 4.9523 | 1.9455 |
Largest Winning Trade | 7083938 | 7083938 | 45177 | 944976 | 944976 | 168695 |
Largest Losing Trade | -23476 | -23476 | -21444 | -127268 | -127268 | -109985 |
Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
Avg Bars in Winners | 146 | 140 | 157 | 146 | 140 | 157 |
Avg Bars in Losers | 15 | 19 | 12 | 15 | 19 | 12 |
Bars Traded | 3387 | 1965 | 1422 | 3387 | 1965 | 1422 |
Profit Streak | 1009.4207 | 1032.4207 | 1009.4207 | 1009.4207 | 1032.4207 | 1009.4207 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126407 | 554052 | -623953 | -399435 | -220970 | -623953 |
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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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