Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110913.9958 | 1018370.5737 | 92543.422 | 414524.0683 | -162440.0971 | 576964.1654 |
Total P&L (%) | 1110.914 | 1018.3706 | 92.5434 | 414.5241 | -162.4401 | 576.9642 |
Avg Daily Profit (%) | 0.6217 | 0.5699 | 0.0518 | 0.0917 | 0 | 0.1071 |
Buy And Hold Return (%) | 243.9734 | 243.9734 | 243.9734 | 243.9734 | 243.9734 | 243.9734 |
Max Trade Drawdown | -157840 | -109370 | -94598 | -2234197 | -1258321 | -1536378 |
Profit Factor | 3.1863 | 5.1978 | 1.3485 | 1.0922 | 0.9221 | 1.2393 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 45.614 | 38.5965 | 52.6316 | 45.614 | 38.5965 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.799 | 8.2693 | 1.2137 | 1.3023 | 1.4669 | 1.1154 |
Largest Winning Trade | 1066111 | 1066111 | 65233 | 981586 | 674287 | 981586 |
Largest Losing Trade | -39425 | -26122 | -39425 | -637945 | -321030 | -637945 |
Avg Bars in Trades | 41 | 27 | 55 | 41 | 27 | 55 |
Avg Bars in Winners | 66 | 47 | 80 | 66 | 47 | 80 |
Avg Bars in Losers | 20 | 15 | 28 | 20 | 15 | 28 |
Bars Traded | 4761 | 1574 | 3187 | 4761 | 1574 | 3187 |
Profit Streak | 0 | 0 | 12.5757 | 0 | 0 | 12.5757 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525532 | -167418 | -468253 | -199913 | -763601 | -233463 |
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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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