Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503113.8185 | 1499762.2683 | 3351.5502 | 592013.1344 | 3910039.7856 | -3318026.6513 |
Total P&L (%) | 1503.1138 | 1499.7623 | 3.3516 | 592.0131 | 3910.0398 | -3318.0267 |
Avg Daily Profit (%) | 0.6611 | 0.6597 | 0.0015 | 0.0851 | 0.1625 | 0 |
Buy And Hold Return (%) | 252.3659 | 252.3659 | 252.3659 | 252.3659 | 252.3659 | 252.3659 |
Max Trade Drawdown | -158076 | -111814 | -86914 | -8374245 | -5158089 | -4029468 |
Profit Factor | 2.8661 | 4.8245 | 1.0081 | 1.033 | 1.444 | 0.6359 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 44.2478 | 38.5965 | 50 | 44.2478 | 38.5965 | 50 |
Ratio Avg Win / Avg Loss | 3.6113 | 7.6754 | 1.0081 | 1.3016 | 2.2974 | 0.6359 |
Largest Winning Trade | 1076222 | 1076222 | 50050 | 8240113 | 8240113 | 1234280 |
Largest Losing Trade | -48410 | -35557 | -48410 | -2377177 | -2368352 | -2377177 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 58 | 67 | 50 | 58 | 67 | 50 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 4322 | 2162 | 2160 | 4322 | 2162 | 2160 |
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 | 533453 | -165839 | -748281 | -269599 | -174975 | -760833 |
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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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