Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12546258.0586 | 12604759.6763 | -58501.6176 | 1667129.418 | 4390308.6611 | -2723179.243 |
Total P&L (%) | 12546.2581 | 12604.7597 | -58.5016 | 1667.1294 | 4390.3087 | -2723.1792 |
Avg Daily Profit (%) | 5.5233 | 5.5491 | -0.0258 | 0.1265 | 0.1676 | 0 |
Buy And Hold Return (%) | 7861.0467 | 7861.0467 | 7861.0467 | 7861.0467 | 7861.0467 | 7861.0467 |
Max Trade Drawdown | -194125 | -151912 | -78149 | -7030056 | -4905509 | -3405884 |
Profit Factor | 19.865 | 33.7129 | 0.7909 | 1.0964 | 1.4765 | 0.6631 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 46.729 | 43.3962 | 50 | 46.729 | 43.3962 | 50 |
Ratio Avg Win / Avg Loss | 22.6461 | 43.9733 | 0.7909 | 1.2499 | 1.9259 | 0.6631 |
Largest Winning Trade | 12522028 | 12522028 | 25387 | 7681239 | 7681239 | 1108998 |
Largest Losing Trade | -33492 | -33492 | -27012 | -1946238 | -1620837 | -1946238 |
Avg Bars in Trades | 81 | 133 | 29 | 81 | 133 | 29 |
Avg Bars in Winners | 97 | 168 | 35 | 97 | 168 | 35 |
Avg Bars in Losers | 66 | 105 | 23 | 66 | 105 | 23 |
Bars Traded | 8667 | 7059 | 1608 | 8667 | 7059 | 1608 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500483 | -167684 | -760555 | -304973 | -338366 | -760555 |
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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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