Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4641820.2843 | 4771643.1021 | -129822.8178 | 90638.2427 | 227692.2552 | -137054.0125 |
Total P&L (%) | 4641.8203 | 4771.6431 | -129.8228 | 90.6382 | 227.6923 | -137.054 |
Avg Daily Profit (%) | 2.3641 | 2.4302 | -0.0661 | 0.0329 | 0.0605 | 0 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -214853 | -87023 | -182124 | -352172 | -158519 | -277064 |
Profit Factor | 7.9468 | 17.8786 | 0.6632 | 1.0853 | 1.4924 | 0.7716 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 40.6977 | 46.5116 | 34.8837 | 40.6977 | 46.5116 | 34.8837 |
Ratio Avg Win / Avg Loss | 11.5796 | 20.5604 | 1.238 | 1.5814 | 1.7162 | 1.4403 |
Largest Winning Trade | 4802638 | 4802638 | 66210 | 238233 | 238233 | 122512 |
Largest Losing Trade | -58145 | -58145 | -49481 | -143307 | -90994 | -143307 |
Avg Bars in Trades | 87 | 87 | 88 | 87 | 87 | 88 |
Avg Bars in Winners | 131 | 119 | 147 | 131 | 119 | 147 |
Avg Bars in Losers | 57 | 59 | 56 | 57 | 59 | 56 |
Bars Traded | 7543 | 3754 | 3789 | 7543 | 3754 | 3789 |
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 | 603836 | 683766 | -584939 | -443731 | -276896 | -584939 |
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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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