Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3009711.9752 | 3060698.9399 | -50986.9648 | 471703.1129 | 1040045.9058 | -568342.7929 |
Total P&L (%) | 3009.712 | 3060.6989 | -50.987 | 471.7031 | 1040.0459 | -568.3428 |
Avg Daily Profit (%) | 1.6633 | 1.6915 | -0.0282 | 0.0964 | 0.1346 | 0 |
Buy And Hold Return (%) | 1524.9519 | 1524.9519 | 1524.9519 | 1524.9519 | 1524.9519 | 1524.9519 |
Max Trade Drawdown | -263329 | -195149 | -79973 | -2593082 | -2040389 | -688335 |
Profit Factor | 5.8062 | 7.2923 | 0.6353 | 1.089 | 1.2374 | 0.3831 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.012 | 51.2195 | 54.7619 | 53.012 | 51.2195 | 54.7619 |
Ratio Avg Win / Avg Loss | 5.1464 | 6.945 | 0.5248 | 0.9652 | 1.1785 | 0.3165 |
Largest Winning Trade | 2430328 | 2430328 | 14313 | 2534456 | 2534456 | 66879 |
Largest Losing Trade | -71431 | -71431 | -18118 | -1731778 | -1731778 | -231856 |
Avg Bars in Trades | 259 | 505 | 18 | 259 | 505 | 18 |
Avg Bars in Winners | 298 | 603 | 20 | 298 | 603 | 20 |
Avg Bars in Losers | 214 | 402 | 16 | 214 | 402 | 16 |
Bars Traded | 21511 | 20737 | 773 | 21511 | 20737 | 773 |
Profit Streak | 6.5482 | 0 | 123.4649 | 6.5482 | 0 | 123.4649 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541415 | 569527 | -579273 | -354586 | -178826 | -579273 |
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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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