Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7966526.652 | 8139677.8129 | -173151.1609 | -38574.811 | 67904.782 | -106479.593 |
Total P&L (%) | 7966.5267 | 8139.6778 | -173.1512 | -38.5748 | 67.9048 | -106.4796 |
Avg Daily Profit (%) | 4.0563 | 4.1444 | -0.0882 | -0.0248 | 0.0264 | 0 |
Buy And Hold Return (%) | 1830.7888 | 1830.7888 | 1830.7888 | 1830.7888 | 1830.7888 | 1830.7888 |
Max Trade Drawdown | -291048 | -94623 | -264379 | -155179 | -80846 | -149923 |
Profit Factor | 13.5132 | 28.2666 | 0.4879 | 0.9025 | 1.34 | 0.4567 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 34.8485 | 36.3636 | 33.3333 | 34.8485 | 36.3636 | 33.3333 |
Ratio Avg Win / Avg Loss | 25.2638 | 49.4666 | 0.9758 | 1.6873 | 2.3449 | 0.9133 |
Largest Winning Trade | 8273101 | 8273101 | 60278 | 187273 | 187273 | 25076 |
Largest Losing Trade | -58640 | -45300 | -58640 | -57258 | -57258 | -54618 |
Avg Bars in Trades | 57 | 50 | 63 | 57 | 50 | 63 |
Avg Bars in Winners | 90 | 95 | 84 | 90 | 95 | 84 |
Avg Bars in Losers | 39 | 24 | 53 | 39 | 24 | 53 |
Bars Traded | 3765 | 1655 | 2110 | 3765 | 1655 | 2110 |
Profit Streak | 0 | 0 | 556.924 | 0 | 0 | 556.924 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112107 | 623462 | -586700 | -712670 | -327286 | -586700 |
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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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