Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4103559.402 | 4167955.4374 | -64396.0355 | -1442.8189 | 422656.0312 | -424098.8501 |
Total P&L (%) | 4103.5594 | 4167.9554 | -64.396 | -1.4428 | 422.656 | -424.0989 |
Avg Daily Profit (%) | 1.8529 | 1.882 | -0.0291 | -0.0007 | 0.0747 | 0 |
Buy And Hold Return (%) | 168.5268 | 168.5268 | 168.5268 | 168.5268 | 168.5268 | 168.5268 |
Max Trade Drawdown | -208821 | -168327 | -64879 | -2193135 | -1784649 | -424581 |
Profit Factor | 7.3459 | 9.5379 | 0.5937 | 0.9996 | 1.1437 | 0.5248 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 29.0323 | 26.087 | 31.9149 | 29.0323 | 26.087 | 31.9149 |
Ratio Avg Win / Avg Loss | 17.9567 | 27.0241 | 1.2665 | 2.4435 | 3.2404 | 1.1195 |
Largest Winning Trade | 4326262 | 4326262 | 23105 | 2239918 | 2239918 | 167649 |
Largest Losing Trade | -52965 | -52965 | -12219 | -643260 | -643260 | -193121 |
Avg Bars in Trades | 68 | 134 | 4 | 68 | 134 | 4 |
Avg Bars in Winners | 129 | 280 | 8 | 129 | 280 | 8 |
Avg Bars in Losers | 44 | 83 | 2 | 44 | 83 | 2 |
Bars Traded | 6399 | 6201 | 197 | 6399 | 6201 | 197 |
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 | 389276 | -2317 | -585785 | -589795 | -183070 | -585785 |
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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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