Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5417456.8525 | 5573465.2397 | -156008.3872 | 8739.7624 | 357927.3047 | -349187.5423 |
Total P&L (%) | 5417.4569 | 5573.4652 | -156.0084 | 8.7398 | 357.9273 | -349.1875 |
Avg Daily Profit (%) | 2.7584 | 2.8378 | -0.0794 | 0.0043 | 0.0775 | 0 |
Buy And Hold Return (%) | 2693.8144 | 2693.8144 | 2693.8144 | 2693.8144 | 2693.8144 | 2693.8144 |
Max Trade Drawdown | -173269 | -55822 | -212657 | -404819 | -130321 | -383742 |
Profit Factor | 9.0793 | 20.4787 | 0.5942 | 1.0088 | 1.9409 | 0.4353 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 56.701 | 59.1837 | 54.1667 | 56.701 | 59.1837 | 54.1667 |
Ratio Avg Win / Avg Loss | 6.9333 | 14.1232 | 0.5027 | 0.7703 | 1.3386 | 0.3683 |
Largest Winning Trade | 5633847 | 5633847 | 54913 | 500990 | 500990 | 73715 |
Largest Losing Trade | -61814 | -53172 | -61814 | -149007 | -84540 | -149007 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 58 | 62 | 53 | 58 | 62 | 53 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 5451 | 2823 | 2628 | 5451 | 2823 | 2628 |
Profit Streak | 0 | 0 | 588.5818 | 0 | 0 | 588.5818 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 637423 | 659554 | -579190 | -564337 | -251386 | -579190 |
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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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