Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200448.6053 | 1130418.6412 | 70029.9641 | 4328758.4287 | 4633120.8077 | -304362.379 |
Total P&L (%) | 1200.4486 | 1130.4186 | 70.03 | 4328.7584 | 4633.1208 | -304.3624 |
Avg Daily Profit (%) | 0.6602 | 0.6217 | 0.0385 | 0.2087 | 0.2124 | 0 |
Buy And Hold Return (%) | 703.8029 | 703.8029 | 703.8029 | 703.8029 | 703.8029 | 703.8029 |
Max Trade Drawdown | -90092 | -81628 | -61308 | -2379817 | -1611828 | -1628530 |
Profit Factor | 3.2411 | 5.2414 | 1.2602 | 1.3983 | 1.8696 | 0.9451 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 55.4545 | 52.7273 | 58.1818 | 55.4545 | 52.7273 | 58.1818 |
Ratio Avg Win / Avg Loss | 2.6035 | 4.6992 | 0.9058 | 1.1232 | 1.6762 | 0.6793 |
Largest Winning Trade | 556676 | 556676 | 72022 | 3157331 | 3157331 | 1357294 |
Largest Losing Trade | -38630 | -38630 | -32495 | -1004994 | -815666 | -1004994 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 61 | 60 | 63 | 61 | 60 | 63 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 5203 | 2487 | 2716 | 5203 | 2487 | 2716 |
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 | 371327 | -169602 | -488054 | 332260 | -168288 | -759772 |
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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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