Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422232.6161 | 1396524.8767 | 25707.7395 | 766231.7008 | 122920.0082 | 643311.6926 |
Total P&L (%) | 1422.2326 | 1396.5249 | 25.7077 | 766.2317 | 122.92 | 643.3117 |
Avg Daily Profit (%) | 0.5687 | 0.5584 | 0.0103 | 0.0864 | 0.0321 | 0.0802 |
Buy And Hold Return (%) | 462.2244 | 462.2244 | 462.2244 | 462.2244 | 462.2244 | 462.2244 |
Max Trade Drawdown | -134923 | -143612 | -43437 | -3318089 | -3497560 | -273319 |
Profit Factor | 3.1898 | 3.8097 | 1.1686 | 1.0829 | 1.0162 | 1.393 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 51.7544 | 45.614 | 57.8947 | 51.7544 | 45.614 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.9735 | 4.5424 | 0.8499 | 1.0095 | 1.2116 | 1.0131 |
Largest Winning Trade | 1104082 | 1104082 | 18937 | 2389525 | 2389525 | 416448 |
Largest Losing Trade | -47395 | -47395 | -39238 | -1304395 | -1304395 | -252667 |
Avg Bars in Trades | 85 | 160 | 11 | 85 | 160 | 11 |
Avg Bars in Winners | 83 | 177 | 8 | 83 | 177 | 8 |
Avg Bars in Losers | 88 | 145 | 14 | 88 | 145 | 14 |
Bars Traded | 9776 | 9137 | 639 | 9776 | 9137 | 639 |
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 | 531812 | -166830 | -560331 | -215165 | -700339 | -307400 |
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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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