Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243494.6292 | 1184407.7708 | 59086.8583 | 2333722.8364 | 3883955.1926 | -1550232.3562 |
Total P&L (%) | 1243.4946 | 1184.4078 | 59.0869 | 2333.7228 | 3883.9552 | -1550.2324 |
Avg Daily Profit (%) | 0.681 | 0.6486 | 0.0324 | 0.175 | 0.202 | 0 |
Buy And Hold Return (%) | 703.2493 | 703.2493 | 703.2493 | 703.2493 | 703.2493 | 703.2493 |
Max Trade Drawdown | -148495 | -101346 | -113280 | -3608307 | -1969448 | -2814912 |
Profit Factor | 2.7009 | 4.3401 | 1.1569 | 1.2171 | 1.7817 | 0.7318 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 50 | 44.6429 | 55.3571 | 50 | 44.6429 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.7009 | 5.3818 | 0.933 | 1.2171 | 2.2093 | 0.5902 |
Largest Winning Trade | 676727 | 676727 | 60282 | 2938053 | 2938053 | 487789 |
Largest Losing Trade | -59881 | -29068 | -59881 | -1545674 | -780173 | -1545674 |
Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Winners | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Losers | 41 | 47 | 33 | 41 | 47 | 33 |
Bars Traded | 5256 | 2956 | 2300 | 5256 | 2956 | 2300 |
Profit Streak | 0 | 104.7424 | 0 | 0 | 104.7424 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329942 | -170594 | -544359 | 175340 | -170334 | -760138 |
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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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