Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471639.2469 | 395548.3908 | 76090.8561 | 1302429.7445 | 1358706.1788 | -56276.4343 |
Total P&L (%) | 471.6392 | 395.5484 | 76.0909 | 1302.4297 | 1358.7062 | -56.2764 |
Avg Daily Profit (%) | 0.2509 | 0.2104 | 0.0405 | 0.1406 | 0.1427 | -0.044 |
Buy And Hold Return (%) | 164.2221 | 164.2221 | 164.2221 | 164.2221 | 164.2221 | 164.2221 |
Max Trade Drawdown | -106536 | -92679 | -90732 | -477205 | -363176 | -605049 |
Profit Factor | 1.9663 | 2.7168 | 1.2953 | 1.432 | 2.0399 | 0.9671 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 49.5575 | 48.2143 | 50.8772 | 49.5575 | 48.2143 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.0014 | 2.918 | 1.2506 | 1.4575 | 2.1911 | 0.9337 |
Largest Winning Trade | 163953 | 163953 | 35467 | 307088 | 288492 | 307088 |
Largest Losing Trade | -34261 | -20409 | -34261 | -237543 | -164479 | -237543 |
Avg Bars in Trades | 64 | 64 | 65 | 64 | 64 | 65 |
Avg Bars in Winners | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 7340 | 3630 | 3710 | 7340 | 3630 | 3710 |
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 | 313005 | -172020 | -484498 | -3924 | -179020 | -760719 |
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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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