Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4464978.386 | 4681552.6143 | -216574.2283 | -64491.1566 | 144976.197 | -209467.3537 |
Total P&L (%) | 4464.9784 | 4681.5526 | -216.5742 | -64.4912 | 144.9762 | -209.4674 |
Avg Daily Profit (%) | 2.2734 | 2.3837 | -0.1103 | -0.0527 | 0.0456 | 0 |
Buy And Hold Return (%) | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 |
Max Trade Drawdown | -282063 | -92773 | -279401 | -195754 | -59644 | -242435 |
Profit Factor | 6.7065 | 14.9229 | 0.5146 | 0.8856 | 1.6569 | 0.3896 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 47.5728 | 53.8462 | 41.1765 | 47.5728 | 53.8462 | 41.1765 |
Ratio Avg Win / Avg Loss | 7.3908 | 12.791 | 0.7352 | 0.976 | 1.4202 | 0.5566 |
Largest Winning Trade | 4762267 | 4762267 | 48168 | 199591 | 199591 | 30420 |
Largest Losing Trade | -59867 | -59867 | -56482 | -108668 | -33305 | -108668 |
Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Winners | 45 | 40 | 52 | 45 | 40 | 52 |
Avg Bars in Losers | 26 | 29 | 24 | 26 | 29 | 24 |
Bars Traded | 3692 | 1854 | 1838 | 3692 | 1854 | 1838 |
Profit Streak | 0 | 0 | 536.8022 | 0 | 0 | 536.8022 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539962 | -163165 | -763680 | -581447 | -475272 | -763680 |
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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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