Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1930829.134 | 1944727.5859 | -13898.4519 | 722506.5968 | 1279652.2715 | -557145.6747 |
Total P&L (%) | 1930.8291 | 1944.7276 | -13.8985 | 722.5066 | 1279.6523 | -557.1457 |
Avg Daily Profit (%) | 0.8545 | 0.8607 | -0.0062 | 0.0933 | 0.1162 | 0 |
Buy And Hold Return (%) | 475.641 | 475.641 | 475.641 | 475.641 | 475.641 | 475.641 |
Max Trade Drawdown | -109056 | -103100 | -88129 | -2697891 | -1751283 | -2676140 |
Profit Factor | 3.2041 | 5.3108 | 0.9673 | 1.061 | 1.2065 | 0.9013 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 30.4688 | 25 | 35.9375 | 30.4688 | 25 | 35.9375 |
Ratio Avg Win / Avg Loss | 7.312 | 15.9325 | 1.7243 | 2.4213 | 3.6196 | 1.6066 |
Largest Winning Trade | 1582998 | 1582998 | 51313 | 1435103 | 1435103 | 781535 |
Largest Losing Trade | -48731 | -34593 | -48731 | -1715529 | -669563 | -1715529 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 78 | 97 | 64 | 78 | 97 | 64 |
Avg Bars in Losers | 11 | 14 | 8 | 11 | 14 | 8 |
Bars Traded | 4068 | 2242 | 1826 | 4068 | 2242 | 1826 |
Profit Streak | 0 | 0 | 46.7125 | 0 | 0 | 46.7125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356822 | -150174 | -722090 | -237632 | -209467 | -722090 |
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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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