Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759019.8864 | 1777753.8359 | -18733.9494 | 579521.4652 | 1187566.2225 | -608044.7573 |
Total P&L (%) | 1759.0199 | 1777.7538 | -18.7339 | 579.5215 | 1187.5662 | -608.0448 |
Avg Daily Profit (%) | 0.9689 | 0.9792 | -0.0103 | 0.1056 | 0.1409 | 0 |
Buy And Hold Return (%) | 622.2318 | 622.2318 | 622.2318 | 622.2318 | 622.2318 | 622.2318 |
Max Trade Drawdown | -147487 | -118945 | -109312 | -1742596 | -1473725 | -881437 |
Profit Factor | 3.1673 | 5.2684 | 0.9526 | 1.0879 | 1.338 | 0.8027 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 37.8378 | 30.9091 | 44.6429 | 37.8378 | 30.9091 | 44.6429 |
Ratio Avg Win / Avg Loss | 5.2035 | 11.7764 | 1.1812 | 1.7872 | 2.9907 | 0.9954 |
Largest Winning Trade | 1362204 | 1362204 | 75006 | 1223595 | 1223595 | 382626 |
Largest Losing Trade | -48296 | -48296 | -25187 | -541275 | -541275 | -296737 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 3572 | 1611 | 1961 | 3572 | 1611 | 1961 |
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 | 419972 | -169404 | -761250 | -344571 | -198140 | -762916 |
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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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