Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4204527.8539 | 4365987.1659 | -161459.312 | -12201.3038 | 97759.4095 | -109960.7133 |
Total P&L (%) | 4204.5279 | 4365.9872 | -161.4593 | -12.2013 | 97.7594 | -109.9607 |
Avg Daily Profit (%) | 2.1408 | 2.223 | -0.0822 | -0.0066 | 0.0347 | 0 |
Buy And Hold Return (%) | 2373.2725 | 2373.2725 | 2373.2725 | 2373.2725 | 2373.2725 | 2373.2725 |
Max Trade Drawdown | -301544 | -104576 | -239145 | -126272 | -54736 | -162622 |
Profit Factor | 7.8474 | 18.4502 | 0.5562 | 0.9717 | 1.565 | 0.5739 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 49.3976 | 54.7619 | 43.9024 | 49.3976 | 54.7619 | 43.9024 |
Ratio Avg Win / Avg Loss | 8.0388 | 15.2415 | 0.7107 | 0.9954 | 1.2929 | 0.7333 |
Largest Winning Trade | 4437290 | 4437290 | 44395 | 139955 | 139955 | 48217 |
Largest Losing Trade | -57870 | -57870 | -56482 | -76214 | -36671 | -76214 |
Avg Bars in Trades | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Winners | 57 | 54 | 61 | 57 | 54 | 61 |
Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
Bars Traded | 3563 | 1849 | 1714 | 3563 | 1849 | 1714 |
Profit Streak | 0 | 0 | 587.373 | 0 | 0 | 587.373 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465654 | 562758 | -582155 | -582289 | -309919 | -582155 |
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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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