Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6061907.9538 | 6251669.953 | -189761.9992 | -46944.9121 | 95032.1899 | -141977.1019 |
Total P&L (%) | 6061.908 | 6251.67 | -189.762 | -46.9449 | 95.0322 | -141.9771 |
Avg Daily Profit (%) | 3.0865 | 3.1831 | -0.0966 | -0.0323 | 0.034 | 0 |
Buy And Hold Return (%) | 2750.4884 | 2750.4884 | 2750.4884 | 2750.4884 | 2750.4884 | 2750.4884 |
Max Trade Drawdown | -243418 | -78541 | -273370 | -193259 | -83096 | -171076 |
Profit Factor | 10.0255 | 21.4707 | 0.4819 | 0.8866 | 1.4769 | 0.3384 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 31.3253 | 35.7143 | 26.8293 | 31.3253 | 35.7143 | 26.8293 |
Ratio Avg Win / Avg Loss | 21.9789 | 38.6472 | 1.3142 | 1.9436 | 2.6584 | 0.9229 |
Largest Winning Trade | 6396385 | 6396385 | 52640 | 225059 | 225059 | 20409 |
Largest Losing Trade | -65398 | -54877 | -65398 | -48984 | -48984 | -37923 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 94 | 86 | 105 | 94 | 86 | 105 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3691 | 1780 | 1911 | 3691 | 1780 | 1911 |
Profit Streak | 0 | 0 | 549.4681 | 0 | 0 | 549.4681 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345952 | 474527 | -600244 | -586540 | -316463 | -601910 |
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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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