Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8474685.9764 | 8558821.5084 | -84135.532 | 212432.0902 | 911330.6136 | -698898.5233 |
Total P&L (%) | 8474.686 | 8558.8215 | -84.1355 | 212.4321 | 911.3306 | -698.8985 |
Avg Daily Profit (%) | 4.9763 | 5.0257 | -0.0494 | 0.0669 | 0.136 | 0 |
Buy And Hold Return (%) | 1992.6641 | 1992.6641 | 1992.6641 | 1992.6641 | 1992.6641 | 1992.6641 |
Max Trade Drawdown | -173230 | -105016 | -124783 | -2933119 | -1919377 | -1170583 |
Profit Factor | 14.7452 | 23.1231 | 0.6337 | 1.0428 | 1.2859 | 0.6067 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.7727 | 31.8182 | 47.7273 | 39.7727 | 31.8182 | 47.7273 |
Ratio Avg Win / Avg Loss | 22.3284 | 49.5496 | 0.694 | 1.5791 | 2.7554 | 0.6644 |
Largest Winning Trade | 8666541 | 8666541 | 47262 | 2871626 | 2871626 | 380051 |
Largest Losing Trade | -51751 | -48587 | -51751 | -499603 | -499603 | -392756 |
Avg Bars in Trades | 225 | 352 | 97 | 225 | 352 | 97 |
Avg Bars in Winners | 363 | 752 | 104 | 363 | 752 | 104 |
Avg Bars in Losers | 133 | 165 | 91 | 133 | 165 | 91 |
Bars Traded | 19809 | 15509 | 4300 | 19809 | 15509 | 4300 |
Profit Streak | 0 | 0 | 445.7987 | 0 | 0 | 445.7987 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674363 | 557996 | -581018 | -445453 | -182788 | -581018 |
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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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