Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3449808.9044 | 3490804.9366 | -40996.0322 | 123905.5894 | 172439.3805 | -48533.7911 |
Total P&L (%) | 3449.8089 | 3490.8049 | -40.996 | 123.9056 | 172.4394 | -48.5338 |
Avg Daily Profit (%) | 1.4618 | 1.4792 | -0.0174 | 0.0342 | 0.0425 | -0.0281 |
Buy And Hold Return (%) | 525.7781 | 525.7781 | 525.7781 | 525.7781 | 525.7781 | 525.7781 |
Max Trade Drawdown | -175002 | -85565 | -210827 | -342178 | -332184 | -167248 |
Profit Factor | 5.61 | 10.6922 | 0.8944 | 1.0867 | 1.2179 | 0.9238 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 48.6726 | 46.4286 | 50.8772 | 48.6726 | 46.4286 | 50.8772 |
Ratio Avg Win / Avg Loss | 5.916 | 12.3372 | 0.8635 | 1.146 | 1.4053 | 0.892 |
Largest Winning Trade | 3410209 | 3410209 | 65420 | 257900 | 257900 | 132543 |
Largest Losing Trade | -81648 | -56077 | -81648 | -140000 | -123359 | -140000 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 58 | 43 | 71 | 58 | 43 | 71 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4449 | 1712 | 2737 | 4449 | 1712 | 2737 |
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 | 773072 | -159400 | -760719 | -438355 | -483810 | -760719 |
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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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