Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371222.8462 | 1333058.7997 | 38164.0465 | 1297922.3202 | 1636144.8999 | -338222.5797 |
Total P&L (%) | 1371.2228 | 1333.0588 | 38.164 | 1297.9223 | 1636.1449 | -338.2226 |
Avg Daily Profit (%) | 0.7545 | 0.7335 | 0.021 | 0.1452 | 0.1572 | 0 |
Buy And Hold Return (%) | 661.6494 | 661.6494 | 661.6494 | 661.6494 | 661.6494 | 661.6494 |
Max Trade Drawdown | -130973 | -130438 | -42404 | -2513352 | -1874850 | -1004434 |
Profit Factor | 3.3677 | 4.8824 | 1.1619 | 1.1611 | 1.3619 | 0.9044 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 52.2124 | 46.4286 | 57.8947 | 52.2124 | 46.4286 | 57.8947 |
Ratio Avg Win / Avg Loss | 3.0823 | 5.6336 | 0.845 | 1.0627 | 1.5714 | 0.6577 |
Largest Winning Trade | 800505 | 800505 | 39936 | 1703311 | 1703311 | 831408 |
Largest Losing Trade | -56766 | -56766 | -34013 | -910765 | -743272 | -910765 |
Avg Bars in Trades | 45 | 54 | 36 | 45 | 54 | 36 |
Avg Bars in Winners | 53 | 73 | 37 | 53 | 73 | 37 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 5114 | 3029 | 2085 | 5114 | 3029 | 2085 |
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 | 482322 | -167928 | -553763 | -48650 | -175935 | -759809 |
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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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