Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3714000.0384 | 3941001.9515 | -227001.913 | -82284.6489 | 132476.6047 | -214761.2537 |
Total P&L (%) | 3714 | 3941.002 | -227.0019 | -82.2846 | 132.4766 | -214.7613 |
Avg Daily Profit (%) | 1.8915 | 2.0071 | -0.1156 | -0.0881 | 0.043 | 0 |
Buy And Hold Return (%) | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 |
Max Trade Drawdown | -242086 | -89947 | -254763 | -153194 | -40116 | -213673 |
Profit Factor | 6.6583 | 15.1765 | 0.4001 | 0.7684 | 2.3696 | 0.1693 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 44.0476 | 47.619 | 40.4762 | 44.0476 | 47.619 | 40.4762 |
Ratio Avg Win / Avg Loss | 8.4578 | 16.6942 | 0.5884 | 0.9761 | 2.6065 | 0.249 |
Largest Winning Trade | 4036777 | 4036777 | 20918 | 163798 | 163798 | 4502 |
Largest Losing Trade | -78876 | -46372 | -78876 | -132399 | -36725 | -132399 |
Avg Bars in Trades | 85 | 98 | 72 | 85 | 98 | 72 |
Avg Bars in Winners | 98 | 114 | 79 | 98 | 114 | 79 |
Avg Bars in Losers | 75 | 83 | 68 | 75 | 83 | 68 |
Bars Traded | 7178 | 4118 | 3060 | 7178 | 4118 | 3060 |
Profit Streak | 0 | 0 | 577.8173 | 0 | 0 | 577.8173 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570606 | 651846 | -583479 | -582868 | -297654 | -583201 |
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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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