Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5193368.6385 | 5429901.8346 | -236533.1962 | -76830.9805 | 40620.8476 | -117451.8281 |
Total P&L (%) | 5193.3686 | 5429.9018 | -236.5332 | -76.831 | 40.6208 | -117.4518 |
Avg Daily Profit (%) | 2.645 | 2.7654 | -0.1205 | -0.0744 | 0.0174 | 0 |
Buy And Hold Return (%) | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 |
Max Trade Drawdown | -311529 | -116162 | -288429 | -135481 | -58523 | -117299 |
Profit Factor | 6.3666 | 12.8135 | 0.5345 | 0.8144 | 1.206 | 0.4581 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.253 | 15.5593 | 0.74 | 1.0557 | 1.4645 | 0.6342 |
Largest Winning Trade | 5606385 | 5606385 | 40124 | 112131 | 112131 | 14715 |
Largest Losing Trade | -39669 | -39669 | -30697 | -30234 | -30234 | -24788 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 55 | 51 | 61 | 55 | 51 | 61 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7552 | 3715 | 3836 | 7552 | 3715 | 3836 |
Profit Streak | 0 | 0 | 543.8824 | 0 | 0 | 543.8824 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674779 | 659576 | -583636 | -580646 | -338111 | -583636 |
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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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