Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4592149.8065 | 4747463.3432 | -155313.5367 | -38891.2537 | 29177.8194 | -68069.0731 |
Total P&L (%) | 4592.1498 | 4747.4633 | -155.3135 | -38.8913 | 29.1778 | -68.0691 |
Avg Daily Profit (%) | 2.3382 | 2.4172 | -0.0791 | -0.0251 | 0.013 | -0.0581 |
Buy And Hold Return (%) | 1944.181 | 1944.181 | 1944.181 | 1944.181 | 1944.181 | 1944.181 |
Max Trade Drawdown | -331366 | -100333 | -262890 | -179196 | -73251 | -152123 |
Profit Factor | 6.6873 | 13.514 | 0.6372 | 0.941 | 1.0843 | 0.7825 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 48.3051 | 47.4576 | 49.1525 | 48.3051 | 47.4576 | 49.1525 |
Ratio Avg Win / Avg Loss | 7.1566 | 14.9619 | 0.6591 | 1.007 | 1.2004 | 0.8095 |
Largest Winning Trade | 4820080 | 4820080 | 44502 | 91592 | 91592 | 47690 |
Largest Losing Trade | -68098 | -57870 | -68098 | -50802 | -42149 | -50802 |
Avg Bars in Trades | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Winners | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 3772 | 1900 | 1871 | 3772 | 1900 | 1871 |
Profit Streak | 0 | 0 | 553.7645 | 0 | 0 | 553.7645 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655487 | -158513 | -756828 | -579457 | -646722 | -756828 |
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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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