Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228836.8673 | 1295827.6446 | -66990.7773 | -47957.7358 | 227005.168 | -274962.9039 |
Total P&L (%) | 1228.8369 | 1295.8276 | -66.9908 | -47.9577 | 227.0052 | -274.9629 |
Avg Daily Profit (%) | 0.6746 | 0.7113 | -0.0368 | -0.0358 | 0.0651 | 0 |
Buy And Hold Return (%) | 728.3975 | 728.3975 | 728.3975 | 728.3975 | 728.3975 | 728.3975 |
Max Trade Drawdown | -197816 | -100086 | -135780 | -500881 | -228778 | -325633 |
Profit Factor | 2.7023 | 4.217 | 0.79 | 0.9523 | 1.4343 | 0.431 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.122 | 41.4634 | 48.7805 | 45.122 | 41.4634 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.2866 | 5.9535 | 0.8295 | 1.1582 | 2.0248 | 0.4526 |
Largest Winning Trade | 825884 | 825884 | 57349 | 453961 | 453961 | 52155 |
Largest Losing Trade | -94162 | -47221 | -94162 | -192925 | -183315 | -192925 |
Avg Bars in Trades | 64 | 92 | 37 | 64 | 92 | 37 |
Avg Bars in Winners | 84 | 129 | 46 | 84 | 129 | 46 |
Avg Bars in Losers | 47 | 65 | 27 | 47 | 65 | 27 |
Bars Traded | 5300 | 3777 | 1523 | 5300 | 3777 | 1523 |
Profit Streak | 0 | 88.7824 | 0 | 0 | 88.7824 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2400 | 336405 | -581216 | -589785 | -271742 | -581216 |
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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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