Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4512724.0966 | 4698403.1705 | -185679.0739 | -32236.584 | 54536.4537 | -86773.0377 |
Total P&L (%) | 4512.7241 | 4698.4032 | -185.6791 | -32.2366 | 54.5365 | -86.773 |
Avg Daily Profit (%) | 2.2977 | 2.3923 | -0.0945 | -0.0198 | 0.0222 | -0.1029 |
Buy And Hold Return (%) | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 |
Max Trade Drawdown | -344853 | -101238 | -259148 | -162799 | -121621 | -143288 |
Profit Factor | 6.6009 | 13.6414 | 0.5722 | 0.9472 | 1.1762 | 0.7116 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 47.8992 | 53.3333 | 42.3729 | 47.8992 | 53.3333 | 42.3729 |
Ratio Avg Win / Avg Loss | 7.1799 | 11.9362 | 0.7782 | 1.0303 | 1.0291 | 0.9677 |
Largest Winning Trade | 4746557 | 4746557 | 38634 | 78316 | 78316 | 42934 |
Largest Losing Trade | -60071 | -58996 | -60071 | -49087 | -49087 | -40206 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 41 | 39 | 45 | 41 | 39 | 45 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 3692 | 1834 | 1858 | 3692 | 1834 | 1858 |
Profit Streak | 0 | 0 | 546.2039 | 0 | 0 | 546.2039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551767 | -152300 | -759840 | -579612 | -524535 | -759840 |
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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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