Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267996.5123 | 1289325.9519 | -21329.4395 | 861.5126 | 273298.7106 | -272437.198 |
Total P&L (%) | 1267.9965 | 1289.326 | -21.3294 | 0.8615 | 273.2987 | -272.4372 |
Avg Daily Profit (%) | 0.7102 | 0.7221 | -0.0119 | 0.0005 | 0.0738 | 0 |
Buy And Hold Return (%) | 67.9213 | 67.9213 | 67.9213 | 67.9213 | 67.9213 | 67.9213 |
Max Trade Drawdown | -143236 | -152959 | -141869 | -580091 | -440213 | -540029 |
Profit Factor | 2.913 | 4.9795 | 0.937 | 1.0006 | 1.4369 | 0.6482 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 34.2105 | 31.5789 | 36.8421 | 34.2105 | 31.5789 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.602 | 10.7889 | 1.6064 | 1.9243 | 3.1133 | 1.1111 |
Largest Winning Trade | 1292395 | 1292395 | 53312 | 604006 | 604006 | 131116 |
Largest Losing Trade | -71486 | -45087 | -71486 | -465195 | -167198 | -465195 |
Avg Bars in Trades | 43 | 51 | 36 | 43 | 51 | 36 |
Avg Bars in Winners | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Losers | 24 | 35 | 12 | 24 | 35 | 12 |
Bars Traded | 3341 | 1948 | 1393 | 3341 | 1948 | 1393 |
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 | -41957 | 472659 | -583104 | -636601 | -101726 | -584215 |
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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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