Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3870670.0755 | 3955811.3138 | -85141.2383 | -17708.2617 | 605366.8713 | -623075.133 |
Total P&L (%) | 3870.6701 | 3955.8113 | -85.1412 | -17.7083 | 605.3669 | -623.0751 |
Avg Daily Profit (%) | 1.7432 | 1.7815 | -0.0383 | -0.0088 | 0.088 | 0 |
Buy And Hold Return (%) | 351.9133 | 351.9133 | 351.9133 | 351.9133 | 351.9133 | 351.9133 |
Max Trade Drawdown | -210147 | -111486 | -142590 | -1435270 | -320071 | -1125506 |
Profit Factor | 6.7066 | 14.0108 | 0.7725 | 0.9917 | 1.9412 | 0.582 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 8.8527 | 19.8486 | 0.9508 | 1.309 | 2.75 | 0.7163 |
Largest Winning Trade | 4030310 | 4030310 | 53736 | 934548 | 934548 | 514653 |
Largest Losing Trade | -56497 | -51145 | -56497 | -550198 | -154456 | -550198 |
Avg Bars in Trades | 144 | 149 | 138 | 144 | 149 | 138 |
Avg Bars in Winners | 205 | 230 | 182 | 205 | 230 | 182 |
Avg Bars in Losers | 97 | 92 | 103 | 97 | 92 | 103 |
Bars Traded | 8372 | 4349 | 4023 | 8372 | 4349 | 4023 |
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 | -159668 | 688991 | -582844 | -761293 | -83508 | -582844 |
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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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