Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5701234.9388 | 5830519.4862 | -129284.5475 | 77451.3023 | 316725.736 | -239274.4338 |
Total P&L (%) | 5701.2349 | 5830.5195 | -129.2845 | 77.4513 | 316.7257 | -239.2744 |
Avg Daily Profit (%) | 2.9029 | 2.9687 | -0.0658 | 0.0292 | 0.0727 | 0 |
Buy And Hold Return (%) | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 |
Max Trade Drawdown | -210329 | -74451 | -160629 | -508964 | -275863 | -318997 |
Profit Factor | 10.9024 | 21.5798 | 0.5579 | 1.0718 | 1.6202 | 0.5783 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 31.25 | 34.375 | 28.125 | 31.25 | 34.375 | 28.125 |
Ratio Avg Win / Avg Loss | 23.9853 | 41.1978 | 1.4257 | 2.358 | 3.0931 | 1.4779 |
Largest Winning Trade | 5949012 | 5949012 | 53392 | 400540 | 400540 | 120383 |
Largest Losing Trade | -42478 | -41912 | -42478 | -190848 | -125935 | -190848 |
Avg Bars in Trades | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Winners | 122 | 115 | 130 | 122 | 115 | 130 |
Avg Bars in Losers | 30 | 26 | 33 | 30 | 26 | 33 |
Bars Traded | 3782 | 1836 | 1946 | 3782 | 1836 | 1946 |
Profit Streak | 0 | 0 | 600.2467 | 0 | 0 | 600.2467 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129790 | 551055 | -594602 | -611104 | -264696 | -594602 |
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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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