Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5495966.7275 | 5663544.2483 | -167577.5207 | -231161.1279 | -153224.285 | -77936.8429 |
Total P&L (%) | 5495.9667 | 5663.5442 | -167.5775 | -231.1611 | -153.2243 | -77.9368 |
Avg Daily Profit (%) | 2.7984 | 2.8837 | -0.0853 | 0 | 0 | -0.0769 |
Buy And Hold Return (%) | 3409.7132 | 3409.7132 | 3409.7132 | 3409.7132 | 3409.7132 | 3409.7132 |
Max Trade Drawdown | -229011 | -67140 | -187172 | -590464 | -370974 | -273331 |
Profit Factor | 11.1036 | 30.6062 | 0.5248 | 0.7708 | 0.7184 | 0.8321 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 16 | 16 | 39 | 22 | 17 |
Losing Trades | 34 | 17 | 17 | 27 | 11 | 16 |
Profitability (%) | 48.4848 | 48.4848 | 48.4848 | 59.0909 | 66.6667 | 51.5152 |
Ratio Avg Win / Avg Loss | 11.7976 | 32.5191 | 0.5576 | 0.5336 | 0.3592 | 0.7832 |
Largest Winning Trade | 5726625 | 5726625 | 47372 | 104888 | 62082 | 104888 |
Largest Losing Trade | -118040 | -31045 | -118040 | -262675 | -262675 | -120266 |
Avg Bars in Trades | 51 | 60 | 43 | 51 | 60 | 43 |
Avg Bars in Winners | 65 | 60 | 70 | 35 | 49 | 18 |
Avg Bars in Losers | 39 | 60 | 17 | 75 | 83 | 69 |
Bars Traded | 3427 | 2004 | 1423 | 3427 | 2004 | 1423 |
Profit Streak | 0 | 0 | 0 | 541.4171 | 975.4171 | 541.4171 |
Trades During Streak | 0 | 0 | 0 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115136 | 494643 | -581392 | -706764 | -577284 | -580022 |
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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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