Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476403.0872 | 1498973.0583 | -22569.9711 | -8510.8975 | 119949.7528 | -128460.6504 |
Total P&L (%) | 1476.4031 | 1498.9731 | -22.57 | -8.5109 | 119.9498 | -128.4607 |
Avg Daily Profit (%) | 0.7922 | 0.8043 | -0.0121 | -0.0048 | 0.0423 | 0 |
Buy And Hold Return (%) | 13.0128 | 13.0128 | 13.0128 | 13.0128 | 13.0128 | 13.0128 |
Max Trade Drawdown | -180977 | -162691 | -34847 | -1601830 | -1473911 | -290332 |
Profit Factor | 3.7542 | 4.3282 | 0.7365 | 0.9971 | 1.0472 | 0.6525 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 42.3529 | 30.9524 | 53.4884 | 42.3529 | 30.9524 | 53.4884 |
Ratio Avg Win / Avg Loss | 5.1099 | 9.6551 | 0.6405 | 1.3571 | 2.336 | 0.5674 |
Largest Winning Trade | 1624319 | 1624319 | 11548 | 1113547 | 1113547 | 71769 |
Largest Losing Trade | -47892 | -47892 | -12874 | -804593 | -804593 | -86277 |
Avg Bars in Trades | 129 | 254 | 6 | 129 | 254 | 6 |
Avg Bars in Winners | 136 | 366 | 6 | 136 | 366 | 6 |
Avg Bars in Losers | 123 | 204 | 7 | 123 | 204 | 7 |
Bars Traded | 10984 | 10686 | 298 | 10984 | 10686 | 298 |
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 | 620422 | 471883 | -579997 | -581858 | -311277 | -579997 |
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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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