Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9466031.1994 | 9602514.2816 | -136483.0822 | -51334.3094 | 1246046.1859 | -1297380.4952 |
Total P&L (%) | 9466.0312 | 9602.5143 | -136.4831 | -51.3343 | 1246.0462 | -1297.3805 |
Avg Daily Profit (%) | 3.9941 | 4.0517 | -0.0576 | -0.0304 | 0.1098 | 0 |
Buy And Hold Return (%) | 448.7897 | 448.7897 | 448.7897 | 448.7897 | 448.7897 | 448.7897 |
Max Trade Drawdown | -331891 | -253259 | -125453 | -4241112 | -2787908 | -1479366 |
Profit Factor | 12.1023 | 18.5319 | 0.5524 | 0.99 | 1.3775 | 0.2977 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 38.9381 | 35.7143 | 42.1053 | 38.9381 | 35.7143 | 42.1053 |
Ratio Avg Win / Avg Loss | 18.9786 | 33.3574 | 0.7595 | 1.5525 | 2.4795 | 0.4094 |
Largest Winning Trade | 9735572 | 9735572 | 31517 | 4045556 | 4045556 | 202667 |
Largest Losing Trade | -40188 | -40188 | -35551 | -1336223 | -1336223 | -974237 |
Avg Bars in Trades | 40 | 69 | 11 | 40 | 69 | 11 |
Avg Bars in Winners | 48 | 90 | 12 | 48 | 90 | 12 |
Avg Bars in Losers | 35 | 57 | 10 | 35 | 57 | 10 |
Bars Traded | 4541 | 3879 | 662 | 4541 | 3879 | 662 |
Profit Streak | 0 | 103.4865 | 0 | 0 | 103.4865 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 736749 | -160855 | -763625 | -582001 | -233018 | -763625 |
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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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