Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6550596.2404 | 6669022.1988 | -118425.9583 | 180944.6304 | 489218.355 | -308273.7246 |
Total P&L (%) | 6550.5962 | 6669.0222 | -118.426 | 180.9446 | 489.2184 | -308.2737 |
Avg Daily Profit (%) | 3.3362 | 3.3965 | -0.0603 | 0.0526 | 0.0904 | 0 |
Buy And Hold Return (%) | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 |
Max Trade Drawdown | -202052 | -51044 | -218465 | -540501 | -169350 | -438033 |
Profit Factor | 11.2993 | 23.446 | 0.6506 | 1.1421 | 1.8569 | 0.5612 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 27.2727 | 29.5455 | 25 | 27.2727 | 29.5455 | 25 |
Ratio Avg Win / Avg Loss | 30.1314 | 55.9096 | 1.9517 | 3.0456 | 4.428 | 1.6836 |
Largest Winning Trade | 6760781 | 6760781 | 60039 | 671164 | 671164 | 101844 |
Largest Losing Trade | -34720 | -27347 | -34720 | -168906 | -81827 | -168906 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 219 | 196 | 246 | 219 | 196 | 246 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 7530 | 3590 | 3940 | 7530 | 3590 | 3940 |
Profit Streak | 0 | 0 | 601.2276 | 0 | 0 | 601.2276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 65369 | 423627 | -607173 | -371098 | -244288 | -607173 |
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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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