Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4164110.6655 | 4260193.0399 | -96082.3745 | 446087.4985 | 634976.5044 | -188889.0059 |
Total P&L (%) | 4164.1107 | 4260.193 | -96.0824 | 446.0875 | 634.9765 | -188.889 |
Avg Daily Profit (%) | 2.1202 | 2.1691 | -0.0489 | 0.0865 | 0.1016 | 0 |
Buy And Hold Return (%) | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 |
Max Trade Drawdown | -161964 | -76273 | -216661 | -780127 | -466803 | -468942 |
Profit Factor | 7.6963 | 18.4225 | 0.7454 | 1.3106 | 1.9314 | 0.7497 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 36 | 39.6825 | 32.2581 | 36 | 39.6825 | 32.2581 |
Ratio Avg Win / Avg Loss | 13.6822 | 28.0022 | 1.5653 | 2.3299 | 2.9357 | 1.5743 |
Largest Winning Trade | 4265602 | 4265602 | 56623 | 825566 | 825566 | 183786 |
Largest Losing Trade | -31602 | -19872 | -31602 | -168045 | -164736 | -168045 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 58 | 43 | 77 | 58 | 43 | 77 |
Avg Bars in Losers | 13 | 10 | 15 | 13 | 10 | 15 |
Bars Traded | 3693 | 1490 | 2203 | 3693 | 1490 | 2203 |
Profit Streak | 0 | 0 | 601.2991 | 0 | 0 | 601.2991 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422007 | -133771 | -738399 | -246860 | -369708 | -738399 |
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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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