Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112859.4547 | 1157430.5615 | -44571.1068 | 230745.8307 | 703157.0152 | -472411.1845 |
Total P&L (%) | 1112.8595 | 1157.4306 | -44.5711 | 230.7458 | 703.157 | -472.4112 |
Avg Daily Profit (%) | 0.513 | 0.5335 | -0.0205 | 0.0552 | 0.0961 | 0 |
Buy And Hold Return (%) | 453.6364 | 453.6364 | 453.6364 | 453.6364 | 453.6364 | 453.6364 |
Max Trade Drawdown | -165035 | -104666 | -128696 | -1036279 | -450999 | -814520 |
Profit Factor | 2.6006 | 5.1039 | 0.8921 | 1.0746 | 1.547 | 0.7386 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 38.961 | 38.4615 | 39.4737 | 38.961 | 38.4615 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.0742 | 8.1662 | 1.368 | 1.6835 | 2.4751 | 1.1326 |
Largest Winning Trade | 894217 | 894217 | 65935 | 852838 | 852838 | 325550 |
Largest Losing Trade | -59158 | -28257 | -59158 | -225522 | -149216 | -225522 |
Avg Bars in Trades | 52 | 45 | 60 | 52 | 45 | 60 |
Avg Bars in Winners | 101 | 82 | 121 | 101 | 82 | 121 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 4077 | 1783 | 2294 | 4077 | 1783 | 2294 |
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 | -38766 | 388184 | -583191 | -472974 | -75938 | -583191 |
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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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