Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8843298.2425 | 8984944.0539 | -141645.8114 | 66404.0292 | 161595.4568 | -95191.4277 |
Total P&L (%) | 8843.2982 | 8984.9441 | -141.6458 | 66.404 | 161.5955 | -95.1914 |
Avg Daily Profit (%) | 4.5027 | 4.5748 | -0.0721 | 0.0259 | 0.049 | -0.1544 |
Buy And Hold Return (%) | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 |
Max Trade Drawdown | -254544 | -92538 | -159741 | -389606 | -283715 | -135874 |
Profit Factor | 17.6236 | 36.1757 | 0.4878 | 1.0893 | 1.4036 | 0.7226 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 30.8824 | 29.4118 | 32.3529 | 30.8824 | 29.4118 | 32.3529 |
Ratio Avg Win / Avg Loss | 39.4433 | 86.8217 | 1.0199 | 2.438 | 3.3687 | 1.5109 |
Largest Winning Trade | 9155119 | 9155119 | 43082 | 475107 | 475107 | 113968 |
Largest Losing Trade | -49166 | -41001 | -49166 | -69800 | -59876 | -69800 |
Avg Bars in Trades | 82 | 117 | 47 | 82 | 117 | 47 |
Avg Bars in Winners | 174 | 276 | 80 | 174 | 276 | 80 |
Avg Bars in Losers | 41 | 51 | 31 | 41 | 51 | 31 |
Bars Traded | 5612 | 3997 | 1615 | 5612 | 3997 | 1615 |
Profit Streak | 0 | 0 | 712.2012 | 0 | 0 | 712.2012 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98632 | 441156 | -584660 | -566399 | -301843 | -583549 |
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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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