Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988013.9261 | 1019416.6772 | -31402.7511 | 21696.3022 | 1413864.9323 | -1392168.6301 |
Total P&L (%) | 988.0139 | 1019.4167 | -31.4028 | 21.6963 | 1413.8649 | -1392.1686 |
Avg Daily Profit (%) | 0.5279 | 0.5447 | -0.0168 | 0.0105 | 0.1453 | 0 |
Buy And Hold Return (%) | 462.4209 | 462.4209 | 462.4209 | 462.4209 | 462.4209 | 462.4209 |
Max Trade Drawdown | -152936 | -146269 | -134812 | -1426412 | -428110 | -1656731 |
Profit Factor | 2.3083 | 4.0381 | 0.9252 | 1.0063 | 2.7738 | 0.4757 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 49.1071 | 42.8571 | 55.3571 | 49.1071 | 42.8571 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.3922 | 5.3841 | 0.7461 | 1.0429 | 3.6984 | 0.3836 |
Largest Winning Trade | 742728 | 742728 | 54609 | 695648 | 695648 | 222954 |
Largest Losing Trade | -91868 | -30744 | -91868 | -1368685 | -90769 | -1368685 |
Avg Bars in Trades | 32 | 26 | 37 | 32 | 26 | 37 |
Avg Bars in Winners | 42 | 37 | 45 | 42 | 37 | 45 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 3592 | 1509 | 2083 | 3592 | 1509 | 2083 |
Profit Streak | 0 | 37.0535 | 0 | 0 | 37.0535 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331484 | -169463 | -760138 | -558257 | -178437 | -760138 |
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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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