Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16000209.2755 | 16021615.7889 | -21406.5134 | 4800534.6681 | 6691602.6691 | -1891068.001 |
Total P&L (%) | 16000.2093 | 16021.6158 | -21.4065 | 4800.5347 | 6691.6027 | -1891.068 |
Avg Daily Profit (%) | 7.0792 | 7.0887 | -0.0095 | 0.1723 | 0.1868 | 0 |
Buy And Hold Return (%) | 8781.5927 | 8781.5927 | 8781.5927 | 8781.5927 | 8781.5927 | 8781.5927 |
Max Trade Drawdown | -123939 | -91879 | -78870 | -11753236 | -12087309 | -6254886 |
Profit Factor | 20.7908 | 28.6091 | 0.9062 | 1.0781 | 1.1511 | 0.8898 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 44.8276 | 43.5644 | 46.0784 | 44.8276 | 43.5644 | 46.0784 |
Ratio Avg Win / Avg Loss | 25.5887 | 37.0618 | 1.0604 | 1.3269 | 1.4912 | 1.0412 |
Largest Winning Trade | 15876583 | 15876583 | 16112 | 13786741 | 13786741 | 1934689 |
Largest Losing Trade | -40706 | -40706 | -30134 | -6434989 | -6434989 | -2824618 |
Avg Bars in Trades | 64 | 118 | 10 | 64 | 118 | 10 |
Avg Bars in Winners | 87 | 171 | 9 | 87 | 171 | 9 |
Avg Bars in Losers | 45 | 78 | 11 | 45 | 78 | 11 |
Bars Traded | 13075 | 12015 | 1060 | 13075 | 12015 | 1060 |
Profit Streak | 0 | 80.6653 | 0 | 0 | 80.6653 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556121 | 510587 | -580640 | -293513 | -214426 | -580640 |
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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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