Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605875.9101 | 588117.7375 | 17758.1726 | 219125.1985 | 504074.9676 | -284949.7691 |
Total P&L (%) | 605.8759 | 588.1177 | 17.7582 | 219.1252 | 504.075 | -284.9498 |
Avg Daily Profit (%) | 0.3328 | 0.3231 | 0.0098 | 0.0638 | 0.0988 | 0 |
Buy And Hold Return (%) | 142.2587 | 142.2587 | 142.2587 | 142.2587 | 142.2587 | 142.2587 |
Max Trade Drawdown | -149078 | -110301 | -91159 | -1562644 | -1164087 | -775701 |
Profit Factor | 1.7094 | 2.2611 | 1.0458 | 1.0483 | 1.2006 | 0.8593 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 46.9027 | 49.1228 | 44.6429 | 46.9027 | 49.1228 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.9352 | 2.3418 | 1.2968 | 1.1867 | 1.2435 | 1.0656 |
Largest Winning Trade | 194414 | 194414 | 53525 | 665504 | 665504 | 312440 |
Largest Losing Trade | -46710 | -44357 | -46710 | -433299 | -433299 | -308116 |
Avg Bars in Trades | 30 | 38 | 22 | 30 | 38 | 22 |
Avg Bars in Winners | 37 | 44 | 30 | 37 | 44 | 30 |
Avg Bars in Losers | 24 | 33 | 15 | 24 | 33 | 15 |
Bars Traded | 3474 | 2215 | 1259 | 3474 | 2215 | 1259 |
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 | 342571 | -169105 | -697583 | -286063 | -244148 | -760972 |
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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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