Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402432.5605 | 1395288.8066 | 7143.7539 | 820994.0432 | 1474366.1089 | -653372.0657 |
Total P&L (%) | 1402.4326 | 1395.2888 | 7.1438 | 820.994 | 1474.3661 | -653.3721 |
Avg Daily Profit (%) | 0.7738 | 0.7699 | 0.0039 | 0.1226 | 0.1522 | 0 |
Buy And Hold Return (%) | 716.3603 | 716.3603 | 716.3603 | 716.3603 | 716.3603 | 716.3603 |
Max Trade Drawdown | -119151 | -113191 | -65634 | -2440413 | -2231016 | -1442857 |
Profit Factor | 3.2364 | 4.9691 | 1.0259 | 1.0967 | 1.2948 | 0.8129 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 46.8468 | 50.9091 | 42.8571 | 46.8468 | 50.9091 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.672 | 4.7916 | 1.3679 | 1.2443 | 1.2485 | 1.0838 |
Largest Winning Trade | 713347 | 713347 | 59154 | 2223894 | 2223894 | 664742 |
Largest Losing Trade | -46252 | -46252 | -28356 | -882394 | -882394 | -648853 |
Avg Bars in Trades | 46 | 59 | 33 | 46 | 59 | 33 |
Avg Bars in Winners | 59 | 65 | 52 | 59 | 65 | 52 |
Avg Bars in Losers | 34 | 53 | 18 | 34 | 53 | 18 |
Bars Traded | 5134 | 3273 | 1860 | 5134 | 3273 | 1860 |
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 | 396953 | -166493 | -728172 | -264411 | -178757 | -761944 |
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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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