Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512729.1404 | 450406.7279 | 62322.4126 | 550530.5672 | 1209930.1251 | -659399.5579 |
Total P&L (%) | 512.7291 | 450.4067 | 62.3224 | 550.5306 | 1209.9301 | -659.3996 |
Avg Daily Profit (%) | 0.3013 | 0.2647 | 0.0366 | 0.1101 | 0.1513 | 0 |
Buy And Hold Return (%) | 112.8257 | 112.8257 | 112.8257 | 112.8257 | 112.8257 | 112.8257 |
Max Trade Drawdown | -119497 | -59415 | -84272 | -3819492 | -2015286 | -2156876 |
Profit Factor | 1.7345 | 2.348 | 1.1712 | 1.0394 | 1.177 | 0.9075 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50.8929 | 48.2143 | 53.5714 | 50.8929 | 48.2143 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6736 | 2.522 | 1.0151 | 1.0029 | 1.2642 | 0.7865 |
Largest Winning Trade | 138832 | 138832 | 48202 | 1219201 | 1194996 | 1219201 |
Largest Losing Trade | -62303 | -37134 | -62303 | -1195786 | -1195786 | -1075161 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 65 | 67 | 64 | 65 | 67 | 64 |
Avg Bars in Losers | 51 | 56 | 44 | 51 | 56 | 44 |
Bars Traded | 6563 | 3474 | 3089 | 6563 | 3474 | 3089 |
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 | 391206 | -170333 | -521497 | -223760 | -198940 | -760370 |
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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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