Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170568.5538 | 1219481.5545 | -48913.0007 | 141041.4011 | 1003094.2544 | -862052.8533 |
Total P&L (%) | 1170.5686 | 1219.4816 | -48.913 | 141.0414 | 1003.0943 | -862.0529 |
Avg Daily Profit (%) | 0.646 | 0.673 | -0.027 | 0.0486 | 0.1326 | 0 |
Buy And Hold Return (%) | 550.9034 | 550.9034 | 550.9034 | 550.9034 | 550.9034 | 550.9034 |
Max Trade Drawdown | -181354 | -148993 | -91935 | -3192930 | -2412352 | -984214 |
Profit Factor | 2.7714 | 4.1672 | 0.8226 | 1.0239 | 1.267 | 0.5992 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.8718 | 46.1538 | 43.5897 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.4049 | 4.8618 | 1.0646 | 1.2579 | 1.4781 | 0.7755 |
Largest Winning Trade | 813198 | 813198 | 46927 | 1505496 | 1505496 | 432581 |
Largest Losing Trade | -68703 | -68703 | -34340 | -1132328 | -1132328 | -433972 |
Avg Bars in Trades | 64 | 99 | 30 | 64 | 99 | 30 |
Avg Bars in Winners | 73 | 111 | 32 | 73 | 111 | 32 |
Avg Bars in Losers | 58 | 88 | 29 | 58 | 88 | 29 |
Bars Traded | 5068 | 3865 | 1203 | 5068 | 3865 | 1203 |
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 | -29690 | 443692 | -581583 | -528870 | -25296 | -583250 |
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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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