Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5351236.0973 | 5488365.4134 | -137129.3161 | 36311.6632 | 45079.687 | -8768.0238 |
Total P&L (%) | 5351.2361 | 5488.3654 | -137.1293 | 36.3117 | 45.0797 | -8.768 |
Avg Daily Profit (%) | 2.7254 | 2.7952 | -0.0698 | 0.0158 | 0.019 | -0.0047 |
Buy And Hold Return (%) | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 |
Max Trade Drawdown | -323569 | -87502 | -245583 | -112554 | -106517 | -100572 |
Profit Factor | 9.2365 | 20.4854 | 0.6274 | 1.0707 | 1.1739 | 0.9655 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 36.4865 | 37.8378 | 35.1351 | 36.4865 | 37.8378 | 35.1351 |
Ratio Avg Win / Avg Loss | 16.0783 | 33.6545 | 1.1583 | 1.8638 | 1.9286 | 1.7825 |
Largest Winning Trade | 5547290 | 5547290 | 67800 | 90900 | 90900 | 50773 |
Largest Losing Trade | -61827 | -61827 | -49907 | -57968 | -57968 | -39700 |
Avg Bars in Trades | 102 | 100 | 105 | 102 | 100 | 105 |
Avg Bars in Winners | 184 | 182 | 187 | 184 | 182 | 187 |
Avg Bars in Losers | 55 | 50 | 60 | 55 | 50 | 60 |
Bars Traded | 7591 | 3702 | 3889 | 7591 | 3702 | 3889 |
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 | -53504 | 573847 | -584886 | -553238 | -366136 | -583775 |
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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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