Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6451177.0912 | 6582294.8876 | -131117.7964 | 333710.3989 | 606201.6582 | -272491.2593 |
Total P&L (%) | 6451.1771 | 6582.2949 | -131.1178 | 333.7104 | 606.2017 | -272.4913 |
Avg Daily Profit (%) | 3.2847 | 3.3515 | -0.0668 | 0.0747 | 0.0996 | 0 |
Buy And Hold Return (%) | 2545.7462 | 2545.7462 | 2545.7462 | 2545.7462 | 2545.7462 | 2545.7462 |
Max Trade Drawdown | -175442 | -53190 | -172952 | -513294 | -240049 | -386425 |
Profit Factor | 16.841 | 38.0366 | 0.4287 | 1.2951 | 2.1665 | 0.5541 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 27.2727 | 30.303 | 24.2424 | 27.2727 | 30.303 | 24.2424 |
Ratio Avg Win / Avg Loss | 44.9094 | 87.4843 | 1.3398 | 3.4537 | 4.983 | 1.7315 |
Largest Winning Trade | 6662979 | 6662979 | 51698 | 836973 | 836973 | 176760 |
Largest Losing Trade | -29816 | -29816 | -29339 | -155114 | -117605 | -155114 |
Avg Bars in Trades | 47 | 57 | 38 | 47 | 57 | 38 |
Avg Bars in Winners | 101 | 112 | 89 | 101 | 112 | 89 |
Avg Bars in Losers | 27 | 33 | 22 | 27 | 33 | 22 |
Bars Traded | 3162 | 1885 | 1277 | 3162 | 1885 | 1277 |
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 | -128249 | 458814 | -612289 | -406350 | -228959 | -611178 |
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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) |
---|