Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001450.1602 | 1057757.1012 | -56306.941 | 85290.2401 | 253345.1311 | -168054.891 |
Total P&L (%) | 1001.4502 | 1057.7571 | -56.3069 | 85.2902 | 253.3451 | -168.0549 |
Avg Daily Profit (%) | 0.4415 | 0.4663 | -0.0248 | 0.0272 | 0.0557 | 0 |
Buy And Hold Return (%) | 378.935 | 378.935 | 378.935 | 378.935 | 378.935 | 378.935 |
Max Trade Drawdown | -119733 | -86009 | -157531 | -380449 | -187045 | -309396 |
Profit Factor | 2.692 | 4.6059 | 0.8114 | 1.0833 | 1.5213 | 0.6879 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 41.5929 | 40.3509 | 42.8571 | 41.5929 | 40.3509 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.7803 | 6.8088 | 1.0818 | 1.5212 | 2.2489 | 0.9172 |
Largest Winning Trade | 827122 | 827122 | 44600 | 398779 | 398779 | 90627 |
Largest Losing Trade | -65785 | -52036 | -65785 | -242193 | -96463 | -242193 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 87 | 82 | 92 | 87 | 82 | 92 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 6105 | 3031 | 3074 | 6105 | 3031 | 3074 |
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 | 318229 | -169284 | -761944 | -453123 | -465626 | -763611 |
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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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