Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5541420.6769 | 5733607.0751 | -192186.3982 | -41483.8203 | 196211.0311 | -237694.8514 |
Total P&L (%) | 5541.4207 | 5733.6071 | -192.1864 | -41.4838 | 196.211 | -237.6949 |
Avg Daily Profit (%) | 2.8215 | 2.9194 | -0.0979 | -0.0273 | 0.0553 | 0 |
Buy And Hold Return (%) | 2623.6181 | 2623.6181 | 2623.6181 | 2623.6181 | 2623.6181 | 2623.6181 |
Max Trade Drawdown | -287942 | -89927 | -286779 | -236892 | -60434 | -289209 |
Profit Factor | 8.9699 | 21.7889 | 0.5419 | 0.9254 | 2.089 | 0.3674 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 43.0233 | 46.5116 | 39.5349 | 43.0233 | 46.5116 | 39.5349 |
Ratio Avg Win / Avg Loss | 11.879 | 25.0573 | 0.8287 | 1.2255 | 2.4023 | 0.5619 |
Largest Winning Trade | 5820116 | 5820116 | 41427 | 270674 | 270674 | 31652 |
Largest Losing Trade | -58996 | -58996 | -56482 | -96868 | -23303 | -96868 |
Avg Bars in Trades | 43 | 43 | 44 | 43 | 43 | 44 |
Avg Bars in Winners | 59 | 54 | 66 | 59 | 54 | 66 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 3744 | 1850 | 1893 | 3744 | 1850 | 1893 |
Profit Streak | 0 | 0 | 547.3731 | 0 | 0 | 547.3731 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533672 | 596709 | -584213 | -581594 | -282176 | -584213 |
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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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