Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6048206.7427 | 6148721.1245 | -100514.3819 | 116446.0378 | 915592.947 | -799146.9092 |
Total P&L (%) | 6048.2067 | 6148.7211 | -100.5144 | 116.446 | 915.5929 | -799.1469 |
Avg Daily Profit (%) | 3.0811 | 3.1323 | -0.0512 | 0.0393 | 0.1182 | 0 |
Buy And Hold Return (%) | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 | 1621.4156 |
Max Trade Drawdown | -158866 | -117174 | -134775 | -2031674 | -1348410 | -1221252 |
Profit Factor | 9.9983 | 16.5311 | 0.6361 | 1.0277 | 1.3921 | 0.571 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 38.4615 | 36.5385 | 40.3846 | 38.4615 | 36.5385 | 40.3846 |
Ratio Avg Win / Avg Loss | 15.9974 | 28.712 | 0.9391 | 1.6444 | 2.4179 | 0.8428 |
Largest Winning Trade | 6259705 | 6259705 | 28595 | 1501497 | 1501497 | 290357 |
Largest Losing Trade | -34686 | -33542 | -34686 | -537532 | -387778 | -537532 |
Avg Bars in Trades | 110 | 183 | 36 | 110 | 183 | 36 |
Avg Bars in Winners | 158 | 291 | 37 | 158 | 291 | 37 |
Avg Bars in Losers | 79 | 120 | 36 | 79 | 120 | 36 |
Bars Traded | 11442 | 9526 | 1916 | 11442 | 9526 | 1916 |
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 | 612066 | -163978 | -764572 | -499236 | -384157 | -764572 |
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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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