Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2540206.3358 | 2581456.1893 | -41249.8535 | 4303226.88 | 15770853.1587 | -11467626.2787 |
Total P&L (%) | 2540.2063 | 2581.4562 | -41.2499 | 4303.2269 | 15770.8532 | -11467.6263 |
Avg Daily Profit (%) | 1.2431 | 1.2633 | -0.0202 | 0.1854 | 0.2483 | 0 |
Buy And Hold Return (%) | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 | 4021.3907 |
Max Trade Drawdown | -107034 | -56821 | -119610 | -12613496 | -6929873 | -16321337 |
Profit Factor | 4.519 | 8.8819 | 0.8954 | 1.0866 | 1.7535 | 0.601 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 45.5696 | 47.5 | 43.5897 | 45.5696 | 47.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.3977 | 9.8169 | 1.1587 | 1.2979 | 1.9381 | 0.7777 |
Largest Winning Trade | 1333850 | 1333850 | 83520 | 9111174 | 9111174 | 5993548 |
Largest Losing Trade | -54043 | -52990 | -54043 | -5381123 | -5381123 | -4696267 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 3771 | 1917 | 1854 | 3771 | 1917 | 1854 |
Profit Streak | 0 | 0 | 312.6459 | 0 | 0 | 312.6459 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177785 | -144625 | -580996 | -294285 | 307401 | -582662 |
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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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