Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2013514.612 | 2048556.0855 | -35041.4736 | 117631.6827 | 694364.3526 | -576732.6699 |
Total P&L (%) | 2013.5146 | 2048.5561 | -35.0415 | 117.6317 | 694.3644 | -576.7327 |
Avg Daily Profit (%) | 0.906 | 0.9217 | -0.0158 | 0.035 | 0.0933 | 0 |
Buy And Hold Return (%) | 765.7572 | 765.7572 | 765.7572 | 765.7572 | 765.7572 | 765.7572 |
Max Trade Drawdown | -155370 | -121027 | -76600 | -1548519 | -1044323 | -758331 |
Profit Factor | 4.5644 | 6.128 | 0.7882 | 1.0367 | 1.335 | 0.4913 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 42.735 | 41.3793 | 44.0678 | 42.735 | 41.3793 | 44.0678 |
Ratio Avg Win / Avg Loss | 6.1162 | 8.6813 | 1.0004 | 1.3892 | 1.8912 | 0.6236 |
Largest Winning Trade | 2125782 | 2125782 | 26919 | 1686801 | 1686801 | 141940 |
Largest Losing Trade | -36424 | -36424 | -28930 | -510948 | -363694 | -510948 |
Avg Bars in Trades | 68 | 125 | 13 | 68 | 125 | 13 |
Avg Bars in Winners | 109 | 204 | 21 | 109 | 204 | 21 |
Avg Bars in Losers | 38 | 68 | 7 | 38 | 68 | 7 |
Bars Traded | 8072 | 7250 | 822 | 8072 | 7250 | 822 |
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 | 532019 | -165007 | -757820 | -494613 | -415781 | -759487 |
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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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