Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141259.9722 | 1102286.7443 | 38973.2279 | 645225.3092 | 1169642.5027 | -524417.1935 |
Total P&L (%) | 1141.26 | 1102.2867 | 38.9732 | 645.2253 | 1169.6425 | -524.4172 |
Avg Daily Profit (%) | 0.5162 | 0.4986 | 0.0176 | 0.0909 | 0.115 | 0 |
Buy And Hold Return (%) | 316.3169 | 316.3169 | 316.3169 | 316.3169 | 316.3169 | 316.3169 |
Max Trade Drawdown | -128604 | -74980 | -180167 | -1194436 | -607207 | -1147402 |
Profit Factor | 2.2808 | 3.7538 | 1.0794 | 1.1119 | 1.4364 | 0.8301 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 43.75 | 46.4286 | 41.0714 | 43.75 | 46.4286 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.9324 | 4.3313 | 1.5487 | 1.4296 | 1.6574 | 1.191 |
Largest Winning Trade | 830498 | 830498 | 58162 | 1033654 | 1033654 | 532274 |
Largest Losing Trade | -68721 | -33409 | -68721 | -476724 | -280781 | -476724 |
Avg Bars in Trades | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Winners | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Losers | 53 | 47 | 58 | 53 | 47 | 58 |
Bars Traded | 8578 | 4151 | 4427 | 8578 | 4151 | 4427 |
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 | 373643 | -166653 | -650674 | -177394 | -220937 | -762638 |
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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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