Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482515.0981 | 1525950.7364 | -43435.6383 | -9846.9453 | 1346121.2224 | -1355968.1678 |
Total P&L (%) | 1482.5151 | 1525.9507 | -43.4356 | -9.8469 | 1346.1212 | -1355.9682 |
Avg Daily Profit (%) | 0.8244 | 0.8485 | -0.0242 | -0.0058 | 0.1487 | 0 |
Buy And Hold Return (%) | 322.9804 | 322.9804 | 322.9804 | 322.9804 | 322.9804 | 322.9804 |
Max Trade Drawdown | -185308 | -184036 | -79773 | -2350805 | -1292851 | -1615233 |
Profit Factor | 3.1072 | 5.8348 | 0.888 | 0.9976 | 1.8796 | 0.4889 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.2724 | 9.5478 | 1.0246 | 1.3718 | 3.0757 | 0.5642 |
Largest Winning Trade | 1452001 | 1452001 | 57123 | 2282815 | 2282815 | 430668 |
Largest Losing Trade | -76091 | -34495 | -76091 | -1439138 | -315341 | -1439138 |
Avg Bars in Trades | 89 | 82 | 97 | 89 | 82 | 97 |
Avg Bars in Winners | 127 | 112 | 141 | 127 | 112 | 141 |
Avg Bars in Losers | 62 | 65 | 58 | 62 | 65 | 58 |
Bars Traded | 5123 | 2406 | 2717 | 5123 | 2406 | 2717 |
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 | -165143 | 550385 | -601555 | -761681 | 92663 | -603222 |
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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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