Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271004.7362 | 1254549.3073 | 16455.4289 | 1229167.8523 | 2331192.5358 | -1102024.6835 |
Total P&L (%) | 1271.0047 | 1254.5493 | 16.4554 | 1229.1679 | 2331.1925 | -1102.0247 |
Avg Daily Profit (%) | 0.7012 | 0.6922 | 0.0091 | 0.1428 | 0.1762 | 0 |
Buy And Hold Return (%) | 560.4353 | 560.4353 | 560.4353 | 560.4353 | 560.4353 | 560.4353 |
Max Trade Drawdown | -103399 | -103499 | -53080 | -3093960 | -2185230 | -1541572 |
Profit Factor | 3.0816 | 5.0196 | 1.0551 | 1.1054 | 1.4055 | 0.8135 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 36.8 | 27.4194 | 46.0317 | 36.8 | 27.4194 | 46.0317 |
Ratio Avg Win / Avg Loss | 5.2924 | 13.2871 | 1.2371 | 1.8985 | 3.7205 | 0.9538 |
Largest Winning Trade | 711969 | 711969 | 70994 | 2403906 | 2403906 | 754971 |
Largest Losing Trade | -36757 | -18623 | -36757 | -1049873 | -676970 | -1049873 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3493 | 1514 | 1979 | 3493 | 1514 | 1979 |
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 | 308969 | -158577 | -654583 | -115492 | -165738 | -729001 |
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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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