Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125595.4145 | 1132208.3348 | -6612.9203 | 444829.5619 | 486705.448 | -41875.8861 |
Total P&L (%) | 1125.5954 | 1132.2083 | -6.6129 | 444.8296 | 486.7054 | -41.8759 |
Avg Daily Profit (%) | 0.4991 | 0.502 | -0.0029 | 0.0752 | 0.0785 | -0.0241 |
Buy And Hold Return (%) | 380.6175 | 380.6175 | 380.6175 | 380.6175 | 380.6175 | 380.6175 |
Max Trade Drawdown | -73710 | -75019 | -91832 | -1371449 | -1094438 | -710300 |
Profit Factor | 3.4015 | 5.4304 | 0.969 | 1.1177 | 1.2305 | 0.9749 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50.6173 | 46.3415 | 55 | 50.6173 | 46.3415 | 55 |
Ratio Avg Win / Avg Loss | 3.3185 | 6.2879 | 0.7928 | 1.0905 | 1.4248 | 0.7976 |
Largest Winning Trade | 971723 | 971723 | 54430 | 1321890 | 1321890 | 431514 |
Largest Losing Trade | -35831 | -30978 | -35831 | -609043 | -254858 | -609043 |
Avg Bars in Trades | 106 | 150 | 60 | 106 | 150 | 60 |
Avg Bars in Winners | 147 | 221 | 82 | 147 | 221 | 82 |
Avg Bars in Losers | 64 | 89 | 33 | 64 | 89 | 33 |
Bars Traded | 8594 | 6173 | 2421 | 8594 | 6173 | 2421 |
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 | -2247 | 511529 | -580101 | -313062 | -168949 | -580101 |
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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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