Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247675.59 | 1347865.0846 | -100189.4946 | 8542.4169 | 978906.4744 | -970364.0576 |
Total P&L (%) | 1247.6756 | 1347.8651 | -100.1895 | 8.5424 | 978.9065 | -970.3641 |
Avg Daily Profit (%) | 0.6876 | 0.7428 | -0.0552 | 0.0045 | 0.1312 | 0 |
Buy And Hold Return (%) | 354.4115 | 354.4115 | 354.4115 | 354.4115 | 354.4115 | 354.4115 |
Max Trade Drawdown | -198064 | -102378 | -124204 | -1310981 | -673107 | -1147407 |
Profit Factor | 2.5581 | 4.3017 | 0.7447 | 1.0022 | 1.491 | 0.4992 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.4286 | 46.4286 | 46.4286 | 46.4286 | 46.4286 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9517 | 4.9635 | 0.8593 | 1.1564 | 1.7203 | 0.576 |
Largest Winning Trade | 986769 | 986769 | 68549 | 969716 | 969716 | 178947 |
Largest Losing Trade | -59435 | -59435 | -52630 | -318382 | -308418 | -318382 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 3490 | 1641 | 1849 | 3490 | 1641 | 1849 |
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 | 480345 | -163603 | -762222 | -571788 | -199622 | -762222 |
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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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