Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4507512.0183 | 4647645.8123 | -140133.7939 | 22434.8475 | 22290.0015 | 144.846 |
Total P&L (%) | 4507.512 | 4647.6458 | -140.1338 | 22.4348 | 22.29 | 0.1448 |
Avg Daily Profit (%) | 2.2962 | 2.3676 | -0.0714 | 0.0103 | 0.0103 | 0.0001 |
Buy And Hold Return (%) | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 |
Max Trade Drawdown | -325097 | -100168 | -235630 | -91960 | -47536 | -64442 |
Profit Factor | 8.4029 | 18.2812 | 0.5878 | 1.0655 | 1.123 | 1.0009 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 37.0968 | 41.9355 | 32.2581 | 37.0968 | 41.9355 | 32.2581 |
Ratio Avg Win / Avg Loss | 14.2483 | 25.3124 | 1.2343 | 1.8067 | 1.5549 | 2.1019 |
Largest Winning Trade | 4713665 | 4713665 | 61678 | 63103 | 63103 | 38304 |
Largest Losing Trade | -57538 | -56332 | -57538 | -37830 | -37830 | -28690 |
Avg Bars in Trades | 183 | 173 | 193 | 183 | 173 | 193 |
Avg Bars in Winners | 324 | 290 | 369 | 324 | 290 | 369 |
Avg Bars in Losers | 99 | 88 | 109 | 99 | 88 | 109 |
Bars Traded | 11359 | 5367 | 5992 | 11359 | 5367 | 5992 |
Profit Streak | 0 | 0 | 596.105 | 0 | 0 | 596.105 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144119 | 598967 | -585092 | -655995 | -432249 | -582894 |
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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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