Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4823126.3395 | 4936589.5954 | -113463.256 | 77973.0325 | 102074.8918 | -24101.8593 |
Total P&L (%) | 4823.1263 | 4936.5896 | -113.4633 | 77.973 | 102.0749 | -24.1019 |
Avg Daily Profit (%) | 2.4558 | 2.5135 | -0.0578 | 0.0294 | 0.0358 | -0.014 |
Buy And Hold Return (%) | 1641.1657 | 1641.1657 | 1641.1657 | 1641.1657 | 1641.1657 | 1641.1657 |
Max Trade Drawdown | -294592 | -99495 | -240433 | -222139 | -159196 | -152924 |
Profit Factor | 7.8762 | 16.738 | 0.7074 | 1.0976 | 1.2617 | 0.941 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 44.0476 | 45.2381 | 42.8571 | 44.0476 | 45.2381 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.0048 | 20.2618 | 0.9432 | 1.3943 | 1.5273 | 1.2547 |
Largest Winning Trade | 4959031 | 4959031 | 62983 | 121153 | 121153 | 71948 |
Largest Losing Trade | -59817 | -59817 | -44533 | -74498 | -70444 | -74498 |
Avg Bars in Trades | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Winners | 102 | 100 | 104 | 102 | 100 | 104 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 5702 | 2794 | 2908 | 5702 | 2794 | 2908 |
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 | 643528 | 657687 | -583512 | -434682 | -311665 | -581845 |
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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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