Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5747465.673 | 5903640.187 | -156174.514 | -23515.3627 | 80725.2617 | -104240.6244 |
Total P&L (%) | 5747.4657 | 5903.6402 | -156.1745 | -23.5154 | 80.7253 | -104.2406 |
Avg Daily Profit (%) | 2.9272 | 3.0067 | -0.0795 | -0.0137 | 0.0301 | 0 |
Buy And Hold Return (%) | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 |
Max Trade Drawdown | -281627 | -95940 | -249699 | -136271 | -56603 | -155582 |
Profit Factor | 9.3384 | 20.2187 | 0.5913 | 0.9539 | 1.3665 | 0.6398 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 35.8209 | 31.3433 | 40.2985 | 35.8209 | 31.3433 | 40.2985 |
Ratio Avg Win / Avg Loss | 16.7313 | 44.2886 | 0.876 | 1.709 | 2.9933 | 0.9479 |
Largest Winning Trade | 6013599 | 6013599 | 50267 | 159005 | 159005 | 35957 |
Largest Losing Trade | -71501 | -49858 | -71501 | -71131 | -18234 | -71131 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 99 | 112 | 88 | 99 | 112 | 88 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 7512 | 3865 | 3647 | 7512 | 3865 | 3647 |
Profit Streak | 0 | 0 | 484.864 | 0 | 0 | 484.864 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561287 | -103312 | -700924 | -583159 | -441002 | -700924 |
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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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