Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035110.2945 | 1060827.5496 | -25717.255 | 518397.7929 | 1210447.2712 | -692049.4782 |
Total P&L (%) | 1035.1103 | 1060.8276 | -25.7173 | 518.3978 | 1210.4473 | -692.0495 |
Avg Daily Profit (%) | 0.5714 | 0.5856 | -0.0142 | 0.1006 | 0.1421 | 0 |
Buy And Hold Return (%) | 556.0284 | 556.0284 | 556.0284 | 556.0284 | 556.0284 | 556.0284 |
Max Trade Drawdown | -140943 | -94291 | -107071 | -862123 | -697276 | -806416 |
Profit Factor | 2.7574 | 4.5748 | 0.912 | 1.1412 | 1.6623 | 0.6249 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 40 | 48.6486 | 31.5789 | 40 | 48.6486 | 31.5789 |
Ratio Avg Win / Avg Loss | 4.1361 | 4.829 | 1.976 | 1.7117 | 1.7546 | 1.3539 |
Largest Winning Trade | 625403 | 625403 | 71640 | 763937 | 763937 | 320701 |
Largest Losing Trade | -44964 | -43844 | -44964 | -356894 | -303332 | -356894 |
Avg Bars in Trades | 141 | 123 | 158 | 141 | 123 | 158 |
Avg Bars in Winners | 231 | 171 | 321 | 231 | 171 | 321 |
Avg Bars in Losers | 81 | 78 | 83 | 81 | 78 | 83 |
Bars Traded | 10610 | 4586 | 6023 | 10610 | 4586 | 6023 |
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 | -56503 | 388566 | -585150 | -353303 | -5957 | -586262 |
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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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