Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2997022.8703 | 3110737.4328 | -113714.5625 | -67889.0773 | 189596.0298 | -257485.1071 |
Total P&L (%) | 2997.0229 | 3110.7374 | -113.7146 | -67.8891 | 189.596 | -257.4851 |
Avg Daily Profit (%) | 1.3559 | 1.4074 | -0.0514 | -0.0514 | 0.0481 | 0 |
Buy And Hold Return (%) | 829.8125 | 829.8125 | 829.8125 | 829.8125 | 829.8125 | 829.8125 |
Max Trade Drawdown | -159351 | -97828 | -140049 | -378049 | -177875 | -233612 |
Profit Factor | 4.6464 | 8.2542 | 0.7107 | 0.929 | 1.3792 | 0.436 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.0556 | 44.4444 | 41.6667 | 43.0556 | 44.4444 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.1452 | 10.3177 | 0.995 | 1.2287 | 1.7239 | 0.6104 |
Largest Winning Trade | 3123998 | 3123998 | 50636 | 397438 | 397438 | 31538 |
Largest Losing Trade | -62931 | -58982 | -62931 | -128451 | -128451 | -111773 |
Avg Bars in Trades | 179 | 161 | 197 | 179 | 161 | 197 |
Avg Bars in Winners | 228 | 180 | 278 | 228 | 180 | 278 |
Avg Bars in Losers | 142 | 145 | 140 | 142 | 145 | 140 |
Bars Traded | 12921 | 5800 | 7121 | 12921 | 5800 | 7121 |
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 | -67861 | 634077 | -584020 | -665589 | -294910 | -584020 |
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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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