Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414983.9259 | 1390352.4236 | 24631.5023 | 1663515.5008 | 3879633.8948 | -2216118.394 |
Total P&L (%) | 1414.9839 | 1390.3524 | 24.6315 | 1663.5155 | 3879.6339 | -2216.1184 |
Avg Daily Profit (%) | 0.7784 | 0.7649 | 0.0136 | 0.158 | 0.2029 | 0 |
Buy And Hold Return (%) | 629.2308 | 629.2308 | 629.2308 | 629.2308 | 629.2308 | 629.2308 |
Max Trade Drawdown | -121694 | -84379 | -71792 | -5702958 | -3742939 | -3171319 |
Profit Factor | 2.8722 | 4.895 | 1.0618 | 1.093 | 1.4579 | 0.7647 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 42.4779 | 44.6429 | 40.3509 | 42.4779 | 44.6429 | 40.3509 |
Ratio Avg Win / Avg Loss | 3.8894 | 6.0698 | 1.5696 | 1.4801 | 1.8078 | 1.1305 |
Largest Winning Trade | 1058616 | 1058616 | 66205 | 3102588 | 3102588 | 1185904 |
Largest Losing Trade | -29251 | -21531 | -29251 | -1573802 | -1268800 | -1573802 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 104 | 96 | 112 | 104 | 96 | 112 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 7033 | 3288 | 3745 | 7033 | 3288 | 3745 |
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 | 381935 | -167046 | -675806 | -116632 | -172472 | -762919 |
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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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