Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655011.5047 | 1687114.2104 | -32102.7057 | 85376.3841 | 355635.5837 | -270259.1996 |
Total P&L (%) | 1655.0115 | 1687.1142 | -32.1027 | 85.3764 | 355.6356 | -270.2592 |
Avg Daily Profit (%) | 0.8934 | 0.9107 | -0.0173 | 0.0333 | 0.0819 | 0 |
Buy And Hold Return (%) | 92.1502 | 92.1502 | 92.1502 | 92.1502 | 92.1502 | 92.1502 |
Max Trade Drawdown | -223553 | -141712 | -152597 | -615754 | -262943 | -381574 |
Profit Factor | 3.2667 | 5.1326 | 0.9003 | 1.0727 | 1.5917 | 0.529 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 36 | 31.5789 | 40.5405 | 36 | 31.5789 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.8074 | 11.1207 | 1.3204 | 1.907 | 3.4487 | 0.7759 |
Largest Winning Trade | 1602113 | 1602113 | 68566 | 601764 | 601764 | 85873 |
Largest Losing Trade | -41908 | -34731 | -41908 | -267930 | -110096 | -267930 |
Avg Bars in Trades | 145 | 186 | 104 | 145 | 186 | 104 |
Avg Bars in Winners | 272 | 399 | 172 | 272 | 399 | 172 |
Avg Bars in Losers | 74 | 88 | 57 | 74 | 88 | 57 |
Bars Traded | 10928 | 7078 | 3850 | 10928 | 7078 | 3850 |
Profit Streak | 0 | 0 | 50.2287 | 0 | 0 | 50.2287 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47230 | 504127 | -582219 | -520352 | -90130 | -583886 |
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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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