Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2172340.9758 | 2268369.2856 | -96028.3098 | 32342.6823 | 630221.6962 | -597879.0139 |
Total P&L (%) | 2172.341 | 2268.3693 | -96.0283 | 32.3427 | 630.2217 | -597.879 |
Avg Daily Profit (%) | 0.9209 | 0.9617 | -0.0407 | 0.0119 | 0.0843 | 0 |
Buy And Hold Return (%) | 523.192 | 523.192 | 523.192 | 523.192 | 523.192 | 523.192 |
Max Trade Drawdown | -208859 | -188112 | -104870 | -3899075 | -3423302 | -607873 |
Profit Factor | 4.4555 | 5.8752 | 0.4122 | 1.0047 | 1.1117 | 0.53 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 33.3333 | 35.1351 | 31.5789 | 33.3333 | 35.1351 | 31.5789 |
Ratio Avg Win / Avg Loss | 8.9111 | 10.8465 | 0.8931 | 2.0094 | 2.0524 | 1.1484 |
Largest Winning Trade | 2176362 | 2176362 | 11086 | 3852951 | 3852951 | 241867 |
Largest Losing Trade | -43777 | -43777 | -19182 | -1394400 | -1394400 | -282657 |
Avg Bars in Trades | 171 | 331 | 14 | 171 | 331 | 14 |
Avg Bars in Winners | 297 | 554 | 18 | 297 | 554 | 18 |
Avg Bars in Losers | 108 | 210 | 13 | 108 | 210 | 13 |
Bars Traded | 12835 | 12265 | 569 | 12835 | 12265 | 569 |
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 | -49179 | 505578 | -587650 | -624772 | -284403 | -585984 |
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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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