Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4828746.5072 | 4839341.2624 | -10594.7552 | 240544.6318 | 1103612.8908 | -863068.259 |
Total P&L (%) | 4828.7465 | 4839.3413 | -10.5948 | 240.5446 | 1103.6129 | -863.0683 |
Avg Daily Profit (%) | 2.3185 | 2.3236 | -0.0051 | 0.0589 | 0.1195 | 0 |
Buy And Hold Return (%) | 332.6715 | 332.6715 | 332.6715 | 332.6715 | 332.6715 | 332.6715 |
Max Trade Drawdown | -222062 | -129739 | -118162 | -2547993 | -1570294 | -1125566 |
Profit Factor | 6.5415 | 9.7791 | 0.9669 | 1.0435 | 1.3308 | 0.606 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 35.5372 | 31.6667 | 39.3443 | 35.5372 | 31.6667 | 39.3443 |
Ratio Avg Win / Avg Loss | 11.866 | 21.1023 | 1.4906 | 1.8929 | 2.8718 | 0.9342 |
Largest Winning Trade | 4850822 | 4850822 | 41459 | 2693663 | 2693663 | 210569 |
Largest Losing Trade | -50103 | -50103 | -39464 | -651624 | -651624 | -474537 |
Avg Bars in Trades | 202 | 296 | 110 | 202 | 296 | 110 |
Avg Bars in Winners | 366 | 605 | 178 | 366 | 605 | 178 |
Avg Bars in Losers | 112 | 153 | 66 | 112 | 153 | 66 |
Bars Traded | 24511 | 17790 | 6721 | 24511 | 17790 | 6721 |
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 | 637526 | -153570 | -745213 | -456950 | -211050 | -746880 |
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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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