Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2457673.3223 | 2501870.9462 | -44197.6239 | 80051.5098 | 119473.5958 | -39422.086 |
Total P&L (%) | 2457.6733 | 2501.8709 | -44.1976 | 80.0515 | 119.4736 | -39.4221 |
Avg Daily Profit (%) | 1.0649 | 1.084 | -0.0192 | 0.0255 | 0.0341 | -0.0217 |
Buy And Hold Return (%) | 89.8608 | 89.8608 | 89.8608 | 89.8608 | 89.8608 | 89.8608 |
Max Trade Drawdown | -150826 | -109594 | -96853 | -918875 | -916696 | -504106 |
Profit Factor | 4.2869 | 7.65 | 0.881 | 1.0258 | 1.0711 | 0.9722 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.988 | 42.8571 | 51.2195 | 46.988 | 42.8571 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.8365 | 10.2 | 0.8391 | 1.1574 | 1.4281 | 0.9259 |
Largest Winning Trade | 2449251 | 2449251 | 84438 | 561413 | 561413 | 501037 |
Largest Losing Trade | -41504 | -37303 | -41504 | -380084 | -295294 | -380084 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Losers | 36 | 24 | 51 | 36 | 24 | 51 |
Bars Traded | 4227 | 1871 | 2356 | 4227 | 1871 | 2356 |
Profit Streak | 0 | 0 | 48.1794 | 0 | 0 | 48.1794 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655881 | 691426 | -579594 | -519165 | -355725 | -579594 |
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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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