Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3626097.7882 | 3862429.5747 | -236331.7865 | -94802.4813 | 250823.6369 | -345626.1182 |
Total P&L (%) | 3626.0978 | 3862.4296 | -236.3318 | -94.8025 | 250.8236 | -345.6261 |
Avg Daily Profit (%) | 1.8463 | 1.9666 | -0.1203 | -0.1504 | 0.0639 | 0 |
Buy And Hold Return (%) | 2542.0613 | 2542.0613 | 2542.0613 | 2542.0613 | 2542.0613 | 2542.0613 |
Max Trade Drawdown | -214714 | -72673 | -288837 | -264823 | -60280 | -372105 |
Profit Factor | 6.6848 | 19.3982 | 0.4477 | 0.8069 | 4.2513 | 0.1646 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 43.3735 | 50 | 36.5854 | 43.3735 | 50 | 36.5854 |
Ratio Avg Win / Avg Loss | 8.7274 | 19.3982 | 0.776 | 1.0534 | 4.2513 | 0.2853 |
Largest Winning Trade | 3950402 | 3950402 | 42928 | 262212 | 262212 | 31932 |
Largest Losing Trade | -93357 | -48932 | -93357 | -250990 | -40819 | -250990 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 85 | 82 | 90 | 85 | 82 | 90 |
Avg Bars in Losers | 39 | 59 | 23 | 39 | 59 | 23 |
Bars Traded | 4938 | 2965 | 1973 | 4938 | 2965 | 1973 |
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 | -14359 | 455666 | -585959 | -582965 | -266060 | -585959 |
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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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