Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8348277.6523 | 8423114.873 | -74837.2207 | 798509.0377 | 1560924.4842 | -762415.4465 |
Total P&L (%) | 8348.2777 | 8423.1149 | -74.8372 | 798.509 | 1560.9245 | -762.4154 |
Avg Daily Profit (%) | 4.9021 | 4.946 | -0.0439 | 0.129 | 0.1651 | 0 |
Buy And Hold Return (%) | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 |
Max Trade Drawdown | -176136 | -114206 | -70583 | -6693921 | -6003884 | -2218558 |
Profit Factor | 15.9563 | 21.7787 | 0.5102 | 1.0404 | 1.1014 | 0.8248 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 42.5532 | 44.6809 | 40.4255 | 42.5532 | 44.6809 | 40.4255 |
Ratio Avg Win / Avg Loss | 21.541 | 26.9641 | 0.7519 | 1.4046 | 1.3636 | 1.2154 |
Largest Winning Trade | 8424316 | 8424316 | 14790 | 6090423 | 6090423 | 933050 |
Largest Losing Trade | -39655 | -39655 | -21374 | -2306680 | -2306680 | -647898 |
Avg Bars in Trades | 208 | 395 | 21 | 208 | 395 | 21 |
Avg Bars in Winners | 297 | 550 | 17 | 297 | 550 | 17 |
Avg Bars in Losers | 143 | 270 | 24 | 143 | 270 | 24 |
Bars Traded | 19629 | 18609 | 1020 | 19629 | 18609 | 1020 |
Profit Streak | 391.7594 | 391.7594 | 392.6761 | 391.7594 | 391.7594 | 392.6761 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 759532 | 770136 | -583179 | -363499 | -268096 | -581512 |
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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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