Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2027815.4557 | 2140379.9679 | -112564.5122 | -87215.2139 | 649133.9677 | -736349.1816 |
Total P&L (%) | 2027.8155 | 2140.38 | -112.5645 | -87.2152 | 649.134 | -736.3492 |
Avg Daily Profit (%) | 0.8771 | 0.9258 | -0.0487 | -0.0889 | 0.0871 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -367698 | -248487 | -163967 | -1747410 | -894838 | -888680 |
Profit Factor | 3.0789 | 5.3876 | 0.7691 | 0.9613 | 1.6271 | 0.3943 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 40.8163 | 32.6531 | 48.9796 | 40.8163 | 32.6531 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.4645 | 11.112 | 0.8012 | 1.3938 | 3.3558 | 0.4107 |
Largest Winning Trade | 2007527 | 2007527 | 67191 | 1305005 | 1305005 | 108070 |
Largest Losing Trade | -62111 | -62111 | -57280 | -597981 | -372341 | -597981 |
Avg Bars in Trades | 67 | 83 | 51 | 67 | 83 | 51 |
Avg Bars in Winners | 85 | 120 | 61 | 85 | 120 | 61 |
Avg Bars in Losers | 54 | 64 | 41 | 54 | 64 | 41 |
Bars Traded | 6580 | 4068 | 2513 | 6580 | 4068 | 2513 |
Profit Streak | 0 | 0 | 71.0202 | 0 | 0 | 71.0202 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568975 | 529364 | -580110 | -582421 | -79774 | -580110 |
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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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