Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6473128.924 | 6585053.4291 | -111924.5051 | 26568.2827 | 196321.5327 | -169753.2501 |
Total P&L (%) | 6473.1289 | 6585.0534 | -111.9245 | 26.5683 | 196.3215 | -169.7533 |
Avg Daily Profit (%) | 3.2976 | 3.3546 | -0.057 | 0.012 | 0.0554 | 0 |
Buy And Hold Return (%) | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 | 1676.2172 |
Max Trade Drawdown | -226214 | -95190 | -157770 | -326094 | -249762 | -254733 |
Profit Factor | 8.2625 | 15.3109 | 0.7404 | 1.017 | 1.2435 | 0.7764 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 43.038 | 43.038 | 43.038 | 43.038 | 43.038 | 43.038 |
Ratio Avg Win / Avg Loss | 10.9356 | 20.2645 | 0.98 | 1.346 | 1.6459 | 1.0276 |
Largest Winning Trade | 6637141 | 6637141 | 30804 | 312816 | 312816 | 68068 |
Largest Losing Trade | -76617 | -55759 | -76617 | -87432 | -87432 | -56965 |
Avg Bars in Trades | 72 | 102 | 42 | 72 | 102 | 42 |
Avg Bars in Winners | 91 | 142 | 40 | 91 | 142 | 40 |
Avg Bars in Losers | 57 | 72 | 43 | 57 | 72 | 43 |
Bars Traded | 11416 | 8097 | 3319 | 11416 | 8097 | 3319 |
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 | 706952 | -8039 | -610443 | -546317 | -313595 | -608776 |
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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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