Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896510.8239 | 1914394.1284 | -17883.3045 | -61884.9956 | -42329.0148 | -19555.9808 |
Total P&L (%) | 1896.5108 | 1914.3941 | -17.8833 | -61.885 | -42.329 | -19.556 |
Avg Daily Profit (%) | 1.0624 | 1.0724 | -0.01 | -0.054 | -0.0308 | -0.0122 |
Buy And Hold Return (%) | 543.1743 | 543.1743 | 543.1743 | 543.1743 | 543.1743 | 543.1743 |
Max Trade Drawdown | -261633 | -261898 | -37637 | -1702573 | -1706547 | -179341 |
Profit Factor | 3.9066 | 5.1766 | 0.9079 | 0.9738 | 0.9772 | 0.9615 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 32.5843 | 22.7273 | 42.2222 | 32.5843 | 22.7273 | 42.2222 |
Ratio Avg Win / Avg Loss | 8.0826 | 17.6005 | 1.2424 | 2.0148 | 3.3224 | 1.3157 |
Largest Winning Trade | 2176292 | 2176292 | 42900 | 1664218 | 1664218 | 170044 |
Largest Losing Trade | -44257 | -44257 | -23529 | -451484 | -451484 | -136101 |
Avg Bars in Trades | 103 | 162 | 46 | 103 | 162 | 46 |
Avg Bars in Winners | 148 | 299 | 69 | 148 | 299 | 69 |
Avg Bars in Losers | 82 | 122 | 29 | 82 | 122 | 29 |
Bars Traded | 9245 | 7151 | 2094 | 9245 | 7151 | 2094 |
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 | 402387 | -21091 | -582070 | -584535 | -617773 | -582070 |
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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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