Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1926815.4436 | 2019036.8716 | -92221.428 | -767619.2065 | 652889.796 | -1420509.0025 |
Total P&L (%) | 1926.8154 | 2019.0369 | -92.2214 | -767.6192 | 652.8898 | -1420.509 |
Avg Daily Profit (%) | 0.8545 | 0.8954 | -0.0409 | 0 | 0.0896 | 0 |
Buy And Hold Return (%) | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 |
Max Trade Drawdown | -228303 | -122448 | -211545 | -6015903 | -4073016 | -3142074 |
Profit Factor | 3.0248 | 5.6868 | 0.8229 | 0.9457 | 1.08 | 0.7626 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 25 | 25 | 62 | 34 | 28 |
Losing Trades | 62 | 31 | 31 | 50 | 22 | 28 |
Profitability (%) | 44.6429 | 44.6429 | 44.6429 | 55.3571 | 60.7143 | 50 |
Ratio Avg Win / Avg Loss | 3.7508 | 7.0516 | 1.0204 | 0.7627 | 0.6988 | 0.7626 |
Largest Winning Trade | 1816347 | 1816347 | 50067 | 1788369 | 1788369 | 1014712 |
Largest Losing Trade | -156200 | -34573 | -156200 | -1440094 | -1440094 | -1129225 |
Avg Bars in Trades | 115 | 113 | 118 | 115 | 113 | 118 |
Avg Bars in Winners | 168 | 167 | 169 | 87 | 82 | 92 |
Avg Bars in Losers | 73 | 69 | 77 | 151 | 160 | 144 |
Bars Traded | 12985 | 6349 | 6636 | 12985 | 6349 | 6636 |
Profit Streak | 33.8649 | 0 | 40.8649 | 0 | 54.8649 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638891 | -160591 | -760700 | -579785 | -388384 | -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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