Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1654422.0252 | 1836239.8585 | -181817.8333 | -97622.1543 | 253764.1496 | -351386.3039 |
Total P&L (%) | 1654.422 | 1836.2399 | -181.8178 | -97.6222 | 253.7642 | -351.3863 |
Avg Daily Profit (%) | 0.9225 | 1.0238 | -0.1014 | -0.2083 | 0.0705 | 0 |
Buy And Hold Return (%) | 286.025 | 286.025 | 286.025 | 286.025 | 286.025 | 286.025 |
Max Trade Drawdown | -293895 | -222330 | -247489 | -239202 | -108709 | -374825 |
Profit Factor | 2.733 | 5.327 | 0.6571 | 0.8227 | 3.0017 | 0.1707 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 38.1579 | 36.8421 | 39.4737 | 38.1579 | 36.8421 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.4294 | 9.1319 | 1.0076 | 1.3333 | 5.1457 | 0.2617 |
Largest Winning Trade | 1844366 | 1844366 | 55071 | 151870 | 151870 | 26738 |
Largest Losing Trade | -89204 | -44603 | -89204 | -160281 | -33583 | -160281 |
Avg Bars in Trades | 136 | 142 | 130 | 136 | 142 | 130 |
Avg Bars in Winners | 195 | 195 | 195 | 195 | 195 | 195 |
Avg Bars in Losers | 100 | 111 | 88 | 100 | 111 | 88 |
Bars Traded | 10387 | 5421 | 4966 | 10387 | 5421 | 4966 |
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 | -40706 | 572554 | -583191 | -637494 | -263993 | -584858 |
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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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