Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4812479.5272 | 4848457.6149 | -35978.0878 | 101548.4545 | 216303.332 | -114754.8776 |
Total P&L (%) | 4812.4795 | 4848.4576 | -35.9781 | 101.5485 | 216.3033 | -114.7549 |
Avg Daily Profit (%) | 2.31 | 2.3273 | -0.0173 | 0.0336 | 0.0553 | 0 |
Buy And Hold Return (%) | 333.0189 | 333.0189 | 333.0189 | 333.0189 | 333.0189 | 333.0189 |
Max Trade Drawdown | -194671 | -131998 | -81901 | -3668241 | -2674111 | -1471698 |
Profit Factor | 6.839 | 10.9209 | 0.8928 | 1.0101 | 1.0328 | 0.9667 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 45.2174 | 42.1053 | 48.2759 | 45.2174 | 42.1053 | 48.2759 |
Ratio Avg Win / Avg Loss | 8.2857 | 15.0163 | 0.9565 | 1.2238 | 1.4201 | 1.0358 |
Largest Winning Trade | 4855963 | 4855963 | 38901 | 2877992 | 2877992 | 516534 |
Largest Losing Trade | -53058 | -53058 | -38470 | -1136945 | -1136945 | -767883 |
Avg Bars in Trades | 213 | 259 | 168 | 213 | 259 | 168 |
Avg Bars in Winners | 227 | 269 | 192 | 227 | 269 | 192 |
Avg Bars in Losers | 202 | 253 | 147 | 202 | 253 | 147 |
Bars Traded | 24604 | 14812 | 9792 | 24604 | 14812 | 9792 |
Profit Streak | 0 | 48.1236 | 0 | 0 | 48.1236 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 772217 | -159544 | -761503 | -524674 | -651837 | -759837 |
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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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