Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274013.7505 | 1268767.3193 | 5246.4312 | 880348.5402 | 3121750.5123 | -2241401.9721 |
Total P&L (%) | 1274.0138 | 1268.7673 | 5.2464 | 880.3485 | 3121.7505 | -2241.402 |
Avg Daily Profit (%) | 0.6992 | 0.6964 | 0.0029 | 0.1254 | 0.1908 | 0 |
Buy And Hold Return (%) | 620.1439 | 620.1439 | 620.1439 | 620.1439 | 620.1439 | 620.1439 |
Max Trade Drawdown | -115356 | -82840 | -81199 | -3750506 | -1825481 | -2691513 |
Profit Factor | 2.8533 | 4.8042 | 1.0148 | 1.064 | 1.4993 | 0.7011 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 45.614 | 38.5965 | 52.6316 | 45.614 | 38.5965 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.402 | 7.643 | 0.9133 | 1.2686 | 2.3853 | 0.6309 |
Largest Winning Trade | 745552 | 745552 | 65036 | 3149838 | 3149838 | 864303 |
Largest Losing Trade | -51607 | -51607 | -46064 | -1268454 | -591488 | -1268454 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 36 | 43 | 31 | 36 | 43 | 31 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 3560 | 2051 | 1509 | 3560 | 2051 | 1509 |
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 | 353607 | -171419 | -740069 | -211973 | -175706 | -760214 |
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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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