Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5428671.8556 | 5502128.0942 | -73456.2386 | 634654.7658 | 826982.3811 | -192327.6153 |
Total P&L (%) | 5428.6719 | 5502.1281 | -73.4562 | 634.6548 | 826.9824 | -192.3276 |
Avg Daily Profit (%) | 2.7641 | 2.8015 | -0.0374 | 0.1016 | 0.1134 | 0 |
Buy And Hold Return (%) | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 |
Max Trade Drawdown | -164208 | -72471 | -175253 | -741320 | -312768 | -565316 |
Profit Factor | 11.0897 | 21.6563 | 0.7296 | 1.3737 | 1.9648 | 0.7714 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 31.8182 | 31.8182 | 31.8182 | 31.8182 | 31.8182 | 31.8182 |
Ratio Avg Win / Avg Loss | 23.7636 | 46.4064 | 1.5635 | 2.9436 | 4.2103 | 1.6529 |
Largest Winning Trade | 5542771 | 5542771 | 54900 | 939312 | 939312 | 262828 |
Largest Losing Trade | -27068 | -25546 | -27068 | -152765 | -152765 | -136187 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 99 | 102 | 97 | 99 | 102 | 97 |
Avg Bars in Losers | 15 | 12 | 19 | 15 | 12 | 19 |
Bars Traded | 3758 | 1822 | 1936 | 3758 | 1822 | 1936 |
Profit Streak | 0 | 0 | 556.7584 | 0 | 0 | 556.7584 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482000 | 478082 | -584428 | -227903 | -210190 | -584428 |
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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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