Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4535390.5958 | 4696504.9008 | -161114.305 | -5535.7403 | 44800.9932 | -50336.7336 |
Total P&L (%) | 4535.3906 | 4696.5049 | -161.1143 | -5.5357 | 44.801 | -50.3367 |
Avg Daily Profit (%) | 2.3093 | 2.3913 | -0.082 | -0.0029 | 0.0189 | -0.0356 |
Buy And Hold Return (%) | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 |
Max Trade Drawdown | -283999 | -92165 | -261593 | -88807 | -41456 | -100188 |
Profit Factor | 7.7169 | 17.7508 | 0.592 | 0.9831 | 1.2867 | 0.7069 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 48.3871 | 51.0638 | 45.6522 | 48.3871 | 51.0638 | 45.6522 |
Ratio Avg Win / Avg Loss | 8.2313 | 17.0112 | 0.7047 | 1.0487 | 1.233 | 0.8416 |
Largest Winning Trade | 4746557 | 4746557 | 47898 | 81656 | 81656 | 33565 |
Largest Losing Trade | -59867 | -59867 | -56482 | -36532 | -28635 | -36532 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 48 | 41 | 57 | 48 | 41 | 57 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 3562 | 1728 | 1834 | 3562 | 1728 | 1834 |
Profit Streak | 0 | 0 | 553.7584 | 0 | 0 | 553.7584 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581097 | 622768 | -581811 | -579490 | -333228 | -581811 |
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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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