Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4634334.638 | 4764700.5444 | -130365.9064 | 80572.0491 | 142997.0712 | -62425.0221 |
Total P&L (%) | 4634.3346 | 4764.7005 | -130.3659 | 80.572 | 142.9971 | -62.425 |
Avg Daily Profit (%) | 2.3596 | 2.426 | -0.0664 | 0.0301 | 0.0452 | -0.0498 |
Buy And Hold Return (%) | 2013.649 | 2013.649 | 2013.649 | 2013.649 | 2013.649 | 2013.649 |
Max Trade Drawdown | -275331 | -81504 | -229807 | -126025 | -77305 | -152086 |
Profit Factor | 8.7738 | 21.8041 | 0.6449 | 1.1249 | 1.5371 | 0.8353 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 47.2973 | 51.3514 | 43.2432 | 47.2973 | 51.3514 | 43.2432 |
Ratio Avg Win / Avg Loss | 9.7765 | 20.6565 | 0.8464 | 1.2534 | 1.4562 | 1.0963 |
Largest Winning Trade | 4820080 | 4820080 | 52240 | 186613 | 186613 | 65209 |
Largest Losing Trade | -51572 | -49720 | -51572 | -64693 | -55144 | -64693 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 64 | 68 | 59 | 64 | 68 | 59 |
Avg Bars in Losers | 38 | 20 | 54 | 38 | 20 | 54 |
Bars Traded | 3762 | 1662 | 2100 | 3762 | 1662 | 2100 |
Profit Streak | 0 | 0 | 599.1236 | 0 | 0 | 599.1236 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51659 | 678197 | -582441 | -471465 | -296580 | -580775 |
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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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