Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129559.0261 | 1142067.2983 | -12508.2722 | 692231.422 | 1012490.0737 | -320258.6517 |
Total P&L (%) | 1129.559 | 1142.0673 | -12.5083 | 692.2314 | 1012.4901 | -320.2587 |
Avg Daily Profit (%) | 0.6233 | 0.6302 | -0.0069 | 0.1143 | 0.133 | 0 |
Buy And Hold Return (%) | 515.2801 | 515.2801 | 515.2801 | 515.2801 | 515.2801 | 515.2801 |
Max Trade Drawdown | -191077 | -115680 | -126222 | -889657 | -722153 | -637554 |
Profit Factor | 2.7755 | 4.5109 | 0.9598 | 1.1853 | 1.4925 | 0.8095 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 35.3659 | 36.5854 | 34.1463 | 35.3659 | 36.5854 | 34.1463 |
Ratio Avg Win / Avg Loss | 5.0725 | 7.8189 | 1.851 | 2.1662 | 2.5871 | 1.5611 |
Largest Winning Trade | 646570 | 646570 | 74629 | 846435 | 846435 | 407389 |
Largest Losing Trade | -49435 | -49435 | -29222 | -488750 | -488750 | -233100 |
Avg Bars in Trades | 129 | 111 | 147 | 129 | 111 | 147 |
Avg Bars in Winners | 236 | 193 | 282 | 236 | 193 | 282 |
Avg Bars in Losers | 70 | 63 | 77 | 70 | 63 | 77 |
Bars Traded | 10617 | 4569 | 6048 | 10617 | 4569 | 6048 |
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 | -3124 | 306841 | -584129 | -129075 | -24960 | -584129 |
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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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