Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355497.5403 | 1392438.5226 | -36940.9822 | -63831.0581 | -59472.618 | -4358.4401 |
Total P&L (%) | 1355.4975 | 1392.4385 | -36.941 | -63.8311 | -59.4726 | -4.3584 |
Avg Daily Profit (%) | 0.7074 | 0.7267 | -0.0193 | -0.0531 | -0.0471 | -0.0023 |
Buy And Hold Return (%) | 23.7493 | 23.7493 | 23.7493 | 23.7493 | 23.7493 | 23.7493 |
Max Trade Drawdown | -225770 | -220451 | -43143 | -829635 | -759959 | -82818 |
Profit Factor | 2.981 | 3.5029 | 0.7113 | 0.9627 | 0.9591 | 0.983 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 36.9748 | 30.5085 | 43.3333 | 36.9748 | 30.5085 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.0812 | 7.9789 | 0.9301 | 1.641 | 2.1847 | 1.2854 |
Largest Winning Trade | 1571681 | 1571681 | 19180 | 715808 | 715808 | 74815 |
Largest Losing Trade | -50534 | -50534 | -15958 | -246299 | -246299 | -54215 |
Avg Bars in Trades | 93 | 185 | 3 | 93 | 185 | 3 |
Avg Bars in Winners | 130 | 311 | 4 | 130 | 311 | 4 |
Avg Bars in Losers | 72 | 129 | 2 | 72 | 129 | 2 |
Bars Traded | 11161 | 10938 | 223 | 11161 | 10938 | 223 |
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 | 479457 | -165301 | -752273 | -582749 | -762538 | -750606 |
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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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