Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3340511.9202 | 3497653.2042 | -157141.284 | -39227.5062 | 199615.0451 | -238842.5513 |
Total P&L (%) | 3340.5119 | 3497.6532 | -157.1413 | -39.2275 | 199.615 | -238.8426 |
Avg Daily Profit (%) | 1.7009 | 1.7809 | -0.08 | -0.0254 | 0.0559 | 0 |
Buy And Hold Return (%) | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 |
Max Trade Drawdown | -189235 | -74750 | -242939 | -218901 | -49325 | -269564 |
Profit Factor | 7.0004 | 16.6713 | 0.5288 | 0.9112 | 2.5142 | 0.2293 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 44.3299 | 43.75 | 44.898 | 44.3299 | 43.75 | 44.898 |
Ratio Avg Win / Avg Loss | 8.7912 | 21.4346 | 0.649 | 1.1443 | 3.2326 | 0.2814 |
Largest Winning Trade | 3552116 | 3552116 | 28167 | 236703 | 236703 | 11340 |
Largest Losing Trade | -81684 | -51107 | -81684 | -127764 | -47710 | -127764 |
Avg Bars in Trades | 57 | 76 | 39 | 57 | 76 | 39 |
Avg Bars in Winners | 79 | 110 | 50 | 79 | 110 | 50 |
Avg Bars in Losers | 40 | 50 | 30 | 40 | 50 | 30 |
Bars Traded | 5619 | 3687 | 1932 | 5619 | 3687 | 1932 |
Profit Streak | 452.4708 | 0 | 596.1374 | 452.4708 | 0 | 596.1374 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481800 | 470171 | -581299 | -580473 | -281616 | -581299 |
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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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