Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576186.4599 | 1618798.8295 | -42612.3696 | 195921.2677 | 1355654.6996 | -1159733.4319 |
Total P&L (%) | 1576.1865 | 1618.7988 | -42.6124 | 195.9213 | 1355.6547 | -1159.7334 |
Avg Daily Profit (%) | 0.8775 | 0.9013 | -0.0237 | 0.0604 | 0.1492 | 0 |
Buy And Hold Return (%) | 458.6735 | 458.6735 | 458.6735 | 458.6735 | 458.6735 | 458.6735 |
Max Trade Drawdown | -263736 | -234078 | -51476 | -23823507 | -23508371 | -1737171 |
Profit Factor | 3.9145 | 4.4376 | 0.3904 | 1.0064 | 1.0485 | 0.5299 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 32 | 29.7297 | 34.2105 | 32 | 29.7297 | 34.2105 |
Ratio Avg Win / Avg Loss | 8.3183 | 10.489 | 0.7508 | 2.1387 | 2.4784 | 1.0191 |
Largest Winning Trade | 1245961 | 1245961 | 4925 | 13179113 | 13179113 | 825577 |
Largest Losing Trade | -80593 | -80593 | -16724 | -14174430 | -14174430 | -902091 |
Avg Bars in Trades | 263 | 531 | 2 | 263 | 531 | 2 |
Avg Bars in Winners | 446 | 969 | 3 | 446 | 969 | 3 |
Avg Bars in Losers | 177 | 345 | 2 | 177 | 345 | 2 |
Bars Traded | 19761 | 19649 | 112 | 19761 | 19649 | 112 |
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 | -50768 | 325162 | -586349 | -558628 | -171587 | -584960 |
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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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