Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441141.3197 | 1476136.4155 | -34995.0958 | 85755.4627 | 812131.7685 | -726376.3058 |
Total P&L (%) | 1441.1413 | 1476.1364 | -34.9951 | 85.7555 | 812.1318 | -726.3763 |
Avg Daily Profit (%) | 0.622 | 0.6371 | -0.0151 | 0.0267 | 0.0955 | 0 |
Buy And Hold Return (%) | 31.4474 | 31.4474 | 31.4474 | 31.4474 | 31.4474 | 31.4474 |
Max Trade Drawdown | -102366 | -90385 | -99133 | -1363249 | -661175 | -830259 |
Profit Factor | 3.6492 | 7.4426 | 0.8889 | 1.0331 | 1.8772 | 0.5639 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 43.8596 | 34.4828 | 53.5714 | 43.8596 | 34.4828 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.671 | 14.1409 | 0.7703 | 1.3224 | 3.5666 | 0.4887 |
Largest Winning Trade | 1431052 | 1431052 | 86785 | 720488 | 720488 | 371129 |
Largest Losing Trade | -43099 | -41917 | -43099 | -508246 | -308624 | -508246 |
Avg Bars in Trades | 74 | 54 | 94 | 74 | 54 | 94 |
Avg Bars in Winners | 136 | 128 | 142 | 136 | 128 | 142 |
Avg Bars in Losers | 25 | 15 | 39 | 25 | 15 | 39 |
Bars Traded | 4222 | 1581 | 2641 | 4222 | 1581 | 2641 |
Profit Streak | 0 | 0 | 18.062 | 0 | 0 | 18.062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163438 | 511642 | -600805 | -526531 | -67644 | -600805 |
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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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