Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114755.0672 | 1197422.9513 | -82667.8841 | 62757.1451 | 309424.3481 | -246667.203 |
Total P&L (%) | 1114.7551 | 1197.423 | -82.6679 | 62.7571 | 309.4243 | -246.6672 |
Avg Daily Profit (%) | 0.6145 | 0.6601 | -0.0456 | 0.0269 | 0.0777 | 0 |
Buy And Hold Return (%) | 600.1742 | 600.1742 | 600.1742 | 600.1742 | 600.1742 | 600.1742 |
Max Trade Drawdown | -239404 | -145898 | -167655 | -609867 | -382044 | -299686 |
Profit Factor | 2.5338 | 4.4951 | 0.7848 | 1.0542 | 1.4812 | 0.5201 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 40.5063 | 46.1538 | 35 | 40.5063 | 46.1538 | 35 |
Ratio Avg Win / Avg Loss | 3.7215 | 5.2443 | 1.4575 | 1.5484 | 1.728 | 0.9659 |
Largest Winning Trade | 929890 | 929890 | 72521 | 574053 | 574053 | 55581 |
Largest Losing Trade | -57101 | -51578 | -57101 | -314673 | -314673 | -168687 |
Avg Bars in Trades | 134 | 117 | 151 | 134 | 117 | 151 |
Avg Bars in Winners | 211 | 157 | 281 | 211 | 157 | 281 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 10617 | 4572 | 6045 | 10617 | 4572 | 6045 |
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 | -26398 | 395943 | -584916 | -517502 | -254109 | -586583 |
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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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