Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236591.091 | 1201407.3996 | 35183.6914 | 1832133.7964 | 2874901.2472 | -1042767.4508 |
Total P&L (%) | 1236.5911 | 1201.4074 | 35.1837 | 1832.1338 | 2874.9012 | -1042.7675 |
Avg Daily Profit (%) | 0.6768 | 0.6576 | 0.0193 | 0.1622 | 0.1859 | 0 |
Buy And Hold Return (%) | 726.3626 | 726.3626 | 726.3626 | 726.3626 | 726.3626 | 726.3626 |
Max Trade Drawdown | -117664 | -67613 | -84190 | -5433585 | -3463676 | -2499148 |
Profit Factor | 2.9599 | 5.0021 | 1.1064 | 1.1412 | 1.4551 | 0.8434 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 53.5714 | 53.5714 | 53.5714 | 53.5714 | 53.5714 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.5652 | 4.3352 | 0.9589 | 0.989 | 1.261 | 0.7309 |
Largest Winning Trade | 647378 | 647378 | 74724 | 3644165 | 3644165 | 851773 |
Largest Losing Trade | -49483 | -49483 | -41702 | -1618480 | -957903 | -1618480 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 3502 | 1699 | 1803 | 3502 | 1699 | 1803 |
Profit Streak | 0 | 108.6576 | 0 | 0 | 108.6576 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347541 | -168084 | -617682 | -61941 | -171945 | -760370 |
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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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