Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6038382.8829 | 6156288.8626 | -117905.9797 | 191097.1295 | 303058.4317 | -111961.3022 |
Total P&L (%) | 6038.3829 | 6156.2889 | -117.906 | 191.0971 | 303.0584 | -111.9613 |
Avg Daily Profit (%) | 3.0745 | 3.1346 | -0.06 | 0.0544 | 0.071 | 0 |
Buy And Hold Return (%) | 2637.3737 | 2637.3737 | 2637.3737 | 2637.3737 | 2637.3737 | 2637.3737 |
Max Trade Drawdown | -246392 | -97178 | -199095 | -246434 | -171594 | -193175 |
Profit Factor | 9.1362 | 20.0288 | 0.7184 | 1.1495 | 1.6152 | 0.8575 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 35.9447 | 33.945 | 37.963 | 35.9447 | 33.945 | 37.963 |
Ratio Avg Win / Avg Loss | 16.2811 | 38.975 | 1.1739 | 2.0484 | 3.1431 | 1.4013 |
Largest Winning Trade | 6238620 | 6238620 | 56968 | 305438 | 305438 | 119914 |
Largest Losing Trade | -38904 | -38904 | -28142 | -113419 | -49528 | -113419 |
Avg Bars in Trades | 25 | 32 | 18 | 25 | 32 | 18 |
Avg Bars in Winners | 49 | 74 | 26 | 49 | 74 | 26 |
Avg Bars in Losers | 12 | 10 | 13 | 12 | 10 | 13 |
Bars Traded | 5548 | 3537 | 2011 | 5548 | 3537 | 2011 |
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 | 527677 | 451889 | -583781 | -345065 | -267370 | -583781 |
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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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