Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551805.1124 | 1638428.7365 | -86623.6241 | -35933.1081 | 207950.8242 | -243883.9323 |
Total P&L (%) | 1551.8051 | 1638.4287 | -86.6236 | -35.9331 | 207.9508 | -243.8839 |
Avg Daily Profit (%) | 0.6857 | 0.7239 | -0.0383 | -0.0197 | 0.0497 | 0 |
Buy And Hold Return (%) | 199.7877 | 199.7877 | 199.7877 | 199.7877 | 199.7877 | 199.7877 |
Max Trade Drawdown | -215982 | -158219 | -116098 | -1887588 | -1548734 | -454226 |
Profit Factor | 3.2963 | 4.5794 | 0.6027 | 0.9885 | 1.0868 | 0.6687 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 39.5349 | 27.907 | 51.1628 | 39.5349 | 27.907 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.0414 | 11.8301 | 0.5753 | 1.5119 | 2.8077 | 0.6383 |
Largest Winning Trade | 1527575 | 1527575 | 15843 | 1708269 | 1708269 | 131556 |
Largest Losing Trade | -57708 | -57708 | -45952 | -710708 | -710708 | -146847 |
Avg Bars in Trades | 99 | 184 | 14 | 99 | 184 | 14 |
Avg Bars in Winners | 142 | 369 | 18 | 142 | 369 | 18 |
Avg Bars in Losers | 71 | 112 | 11 | 71 | 112 | 11 |
Bars Traded | 8560 | 7927 | 633 | 8560 | 7927 | 633 |
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 | 527413 | 109820 | -580298 | -581840 | -420439 | -580298 |
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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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