Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6505427.5041 | 6587647.3413 | -82219.8372 | 424607.2453 | 2158150.5438 | -1733543.2985 |
Total P&L (%) | 6505.4275 | 6587.6473 | -82.2198 | 424.6072 | 2158.1505 | -1733.5433 |
Avg Daily Profit (%) | 3.3123 | 3.3542 | -0.0419 | 0.0844 | 0.1588 | 0 |
Buy And Hold Return (%) | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 |
Max Trade Drawdown | -130411 | -76301 | -116476 | -2935991 | -1626445 | -2018115 |
Profit Factor | 13.0507 | 22.2599 | 0.6425 | 1.0715 | 1.745 | 0.4298 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 18.4511 | 33.3899 | 0.8566 | 1.5149 | 2.6175 | 0.5731 |
Largest Winning Trade | 6627061 | 6627061 | 60997 | 2967135 | 2967135 | 696197 |
Largest Losing Trade | -37856 | -37856 | -34463 | -876047 | -731183 | -876047 |
Avg Bars in Trades | 53 | 87 | 20 | 53 | 87 | 20 |
Avg Bars in Winners | 86 | 147 | 30 | 86 | 147 | 30 |
Avg Bars in Losers | 30 | 47 | 13 | 30 | 47 | 13 |
Bars Traded | 3771 | 3053 | 718 | 3771 | 3053 | 718 |
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 | -80917 | 625323 | -583287 | -488868 | -110327 | -583287 |
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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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