Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5717567.8524 | 5908225.6665 | -190657.8141 | -57814.0461 | 142918.8088 | -200732.8549 |
Total P&L (%) | 5717.5679 | 5908.2257 | -190.6578 | -57.814 | 142.9188 | -200.7329 |
Avg Daily Profit (%) | 2.9112 | 3.0083 | -0.0971 | -0.0439 | 0.0452 | 0 |
Buy And Hold Return (%) | 2180.0481 | 2180.0481 | 2180.0481 | 2180.0481 | 2180.0481 | 2180.0481 |
Max Trade Drawdown | -248076 | -73124 | -250416 | -224764 | -78879 | -233486 |
Profit Factor | 9.6645 | 21.7519 | 0.4918 | 0.8816 | 1.7429 | 0.3214 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.122 | 46.3415 | 43.9024 | 45.122 | 46.3415 | 43.9024 |
Ratio Avg Win / Avg Loss | 11.7541 | 25.1864 | 0.6284 | 1.0722 | 2.0181 | 0.4107 |
Largest Winning Trade | 6030552 | 6030552 | 36050 | 250304 | 250304 | 20918 |
Largest Losing Trade | -71323 | -55996 | -71323 | -122874 | -36325 | -122874 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 47 | 43 | 52 | 47 | 43 | 52 |
Avg Bars in Losers | 44 | 48 | 40 | 44 | 48 | 40 |
Bars Traded | 3738 | 1875 | 1863 | 3738 | 1875 | 1863 |
Profit Streak | 0 | 0 | 595.9496 | 0 | 0 | 595.9496 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338608 | 678791 | -582530 | -589785 | -296397 | -582530 |
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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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