Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5382733.2692 | 5418225.8602 | -35492.5909 | 1134827.2888 | 2923302.3694 | -1788475.0806 |
Total P&L (%) | 5382.7333 | 5418.2259 | -35.4926 | 1134.8273 | 2923.3024 | -1788.4751 |
Avg Daily Profit (%) | 2.7407 | 2.7588 | -0.0181 | 0.1281 | 0.1737 | 0 |
Buy And Hold Return (%) | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 |
Max Trade Drawdown | -141571 | -101308 | -91415 | -7180367 | -6192094 | -2382482 |
Profit Factor | 11.839 | 18.2275 | 0.8051 | 1.081 | 1.314 | 0.6199 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 17.4103 | 32.8094 | 0.9746 | 1.5897 | 2.3652 | 0.7504 |
Largest Winning Trade | 5409977 | 5409977 | 22900 | 7015281 | 7015281 | 888656 |
Largest Losing Trade | -40740 | -31526 | -40740 | -1500053 | -1500053 | -1327335 |
Avg Bars in Trades | 44 | 80 | 8 | 44 | 80 | 8 |
Avg Bars in Winners | 57 | 118 | 8 | 57 | 118 | 8 |
Avg Bars in Losers | 36 | 60 | 8 | 36 | 60 | 8 |
Bars Traded | 3759 | 3401 | 358 | 3759 | 3401 | 358 |
Profit Streak | 0 | 0 | 450.2004 | 0 | 0 | 450.2004 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605153 | 533165 | -581723 | -321247 | -5692 | -581723 |
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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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