Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117900.4277 | 1090124.6762 | 27775.7515 | 1404382.1834 | 2887685.2208 | -1483303.0373 |
Total P&L (%) | 1117.9004 | 1090.1247 | 27.7758 | 1404.3822 | 2887.6852 | -1483.303 |
Avg Daily Profit (%) | 0.6154 | 0.6001 | 0.0153 | 0.1493 | 0.1872 | 0 |
Buy And Hold Return (%) | 616.3611 | 616.3611 | 616.3611 | 616.3611 | 616.3611 | 616.3611 |
Max Trade Drawdown | -120713 | -97208 | -85030 | -2096080 | -1109333 | -1887015 |
Profit Factor | 2.4824 | 4.2754 | 1.0659 | 1.1359 | 1.6246 | 0.7403 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 48.0851 | 45.2991 | 50.8475 | 48.0851 | 45.2991 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.6801 | 5.1628 | 1.0304 | 1.2264 | 1.9617 | 0.7156 |
Largest Winning Trade | 569061 | 569061 | 67723 | 2109731 | 2109731 | 753171 |
Largest Losing Trade | -37177 | -26700 | -37177 | -637924 | -401277 | -637924 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 62 | 53 | 70 | 62 | 53 | 70 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 10629 | 4944 | 5685 | 10629 | 4944 | 5685 |
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 | 312234 | 295853 | -486334 | -68872 | 263489 | -580908 |
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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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