Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12779981.7525 | 12854913.4998 | -74931.7473 | 1280451.3395 | 2571411.3379 | -1290959.9984 |
Total P&L (%) | 12779.9818 | 12854.9135 | -74.9317 | 1280.4513 | 2571.4113 | -1290.96 |
Avg Daily Profit (%) | 5.6219 | 5.6549 | -0.033 | 0.1155 | 0.1446 | 0 |
Buy And Hold Return (%) | 8423.2039 | 8423.2039 | 8423.2039 | 8423.2039 | 8423.2039 | 8423.2039 |
Max Trade Drawdown | -182765 | -124638 | -126235 | -4341013 | -2934687 | -3973113 |
Profit Factor | 22.7812 | 51.8968 | 0.7758 | 1.1111 | 1.5351 | 0.808 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.3396 | 39.6226 | 49.0566 | 44.3396 | 39.6226 | 49.0566 |
Ratio Avg Win / Avg Loss | 28.5977 | 79.0809 | 0.8056 | 1.3947 | 2.3392 | 0.8391 |
Largest Winning Trade | 12790389 | 12790389 | 39649 | 3821116 | 3821116 | 1401095 |
Largest Losing Trade | -66102 | -27015 | -66102 | -1356190 | -624151 | -1356190 |
Avg Bars in Trades | 83 | 71 | 96 | 83 | 71 | 96 |
Avg Bars in Winners | 121 | 96 | 141 | 121 | 96 | 141 |
Avg Bars in Losers | 53 | 54 | 53 | 53 | 54 | 53 |
Bars Traded | 8893 | 3763 | 5130 | 8893 | 3763 | 5130 |
Profit Streak | 0 | 23.5502 | 0 | 0 | 23.5502 | 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 | 448033 | -169121 | -761200 | -304403 | -346254 | -761200 |
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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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