Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4031188.4036 | 4092434.8088 | -61246.4052 | 53825.6986 | 1102229.0636 | -1048403.365 |
Total P&L (%) | 4031.1884 | 4092.4348 | -61.2464 | 53.8257 | 1102.2291 | -1048.4034 |
Avg Daily Profit (%) | 1.8156 | 1.8432 | -0.0276 | 0.0194 | 0.1121 | 0 |
Buy And Hold Return (%) | 311.2031 | 311.2031 | 311.2031 | 311.2031 | 311.2031 | 311.2031 |
Max Trade Drawdown | -160489 | -126994 | -105929 | -2673143 | -1547055 | -1833342 |
Profit Factor | 6.947 | 13.9864 | 0.8311 | 1.0089 | 1.3807 | 0.6668 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.3918 | 47.9167 | 44.898 | 46.3918 | 47.9167 | 44.898 |
Ratio Avg Win / Avg Loss | 8.0277 | 15.2026 | 1.02 | 1.1659 | 1.5008 | 0.8183 |
Largest Winning Trade | 4197500 | 4197500 | 43849 | 2621568 | 2621568 | 618527 |
Largest Losing Trade | -57691 | -38053 | -57691 | -1001978 | -1001978 | -828211 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 92 | 81 | 104 | 92 | 81 | 104 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 6369 | 3012 | 3357 | 6369 | 3012 | 3357 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 771518 | 787618 | -580999 | -544591 | -44636 | -582665 |
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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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