Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6747213.2144 | 6877749.1784 | -130535.964 | -53424.5772 | 1527118.171 | -1580542.7481 |
Total P&L (%) | 6747.2132 | 6877.7492 | -130.536 | -53.4246 | 1527.1182 | -1580.5427 |
Avg Daily Profit (%) | 2.8596 | 2.9149 | -0.0553 | -0.0324 | 0.1183 | 0 |
Buy And Hold Return (%) | 403.0691 | 403.0691 | 403.0691 | 403.0691 | 403.0691 | 403.0691 |
Max Trade Drawdown | -311658 | -213573 | -206782 | -2646792 | -1089089 | -1635462 |
Profit Factor | 9.114 | 17.0438 | 0.676 | 0.9843 | 2.1848 | 0.2517 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 42.5287 | 39.5349 | 45.4545 | 42.5287 | 39.5349 | 45.4545 |
Ratio Avg Win / Avg Loss | 12.3162 | 26.067 | 0.8112 | 1.3301 | 3.3415 | 0.3021 |
Largest Winning Trade | 7021053 | 7021053 | 42377 | 2639899 | 2639899 | 324673 |
Largest Losing Trade | -62590 | -62590 | -39940 | -910896 | -556306 | -910896 |
Avg Bars in Trades | 103 | 161 | 47 | 103 | 161 | 47 |
Avg Bars in Winners | 137 | 238 | 52 | 137 | 238 | 52 |
Avg Bars in Losers | 78 | 111 | 43 | 78 | 111 | 43 |
Bars Traded | 9016 | 6940 | 2076 | 9016 | 6940 | 2076 |
Profit Streak | 0 | 93.4933 | 0 | 0 | 93.4933 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 749121 | 722531 | -582487 | -581784 | -36382 | -582487 |
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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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