Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3808601.668 | 3809827.955 | -1226.287 | 189684.0908 | 76111.4555 | 113572.6353 |
Total P&L (%) | 3808.6017 | 3809.828 | -1.2263 | 189.6841 | 76.1115 | 113.5726 |
Avg Daily Profit (%) | 1.714 | 1.7146 | -0.0006 | 0.0479 | 0.0255 | 0.0342 |
Buy And Hold Return (%) | 554.0767 | 554.0767 | 554.0767 | 554.0767 | 554.0767 | 554.0767 |
Max Trade Drawdown | -123635 | -97766 | -51478 | -2811229 | -2313501 | -788253 |
Profit Factor | 7.1551 | 8.7654 | 0.9904 | 1.0339 | 1.0168 | 1.1065 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 49.3976 | 48.7805 | 50 | 49.3976 | 48.7805 | 50 |
Ratio Avg Win / Avg Loss | 7.3296 | 9.2037 | 0.9904 | 1.0591 | 1.0677 | 1.1065 |
Largest Winning Trade | 3791246 | 3791246 | 16389 | 1573326 | 1573326 | 264654 |
Largest Losing Trade | -71932 | -71932 | -16506 | -1273832 | -1273832 | -511852 |
Avg Bars in Trades | 51 | 99 | 4 | 51 | 99 | 4 |
Avg Bars in Winners | 49 | 97 | 4 | 49 | 97 | 4 |
Avg Bars in Losers | 53 | 102 | 5 | 53 | 102 | 5 |
Bars Traded | 4298 | 4098 | 200 | 4298 | 4098 | 200 |
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 | 752101 | 790811 | -580456 | -479467 | -527084 | -416063 |
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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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