Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534914.4049 | 1550418.1704 | -15503.7655 | 7487826.1088 | 18936560.9386 | -11448734.8298 |
Total P&L (%) | 1534.9144 | 1550.4182 | -15.5038 | 7487.8261 | 18936.5609 | -11448.7348 |
Avg Daily Profit (%) | 0.828 | 0.8364 | -0.0084 | 0.2338 | 0.2836 | 0 |
Buy And Hold Return (%) | 6719.1081 | 6719.1081 | 6719.1081 | 6719.1081 | 6719.1081 | 6719.1081 |
Max Trade Drawdown | -97375 | -47021 | -103212 | -15022314 | -4525148 | -13983124 |
Profit Factor | 4.1595 | 9.8703 | 0.9502 | 1.2385 | 2.5541 | 0.404 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 52.439 | 60.9756 | 43.9024 | 52.439 | 60.9756 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.7725 | 6.317 | 1.2141 | 1.1233 | 1.6346 | 0.5162 |
Largest Winning Trade | 1087621 | 1087621 | 59353 | 9920844 | 9920844 | 3128612 |
Largest Losing Trade | -64352 | -23893 | -64352 | -4805484 | -4012245 | -4805484 |
Avg Bars in Trades | 127 | 111 | 143 | 127 | 111 | 143 |
Avg Bars in Winners | 167 | 136 | 209 | 167 | 136 | 209 |
Avg Bars in Losers | 82 | 70 | 90 | 82 | 70 | 90 |
Bars Traded | 10427 | 4556 | 5871 | 10427 | 4556 | 5871 |
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 | -153870 | -142593 | -581446 | -130610 | 425064 | -583113 |
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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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