Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2107609.9087 | 2119687.8228 | -12077.9142 | 452998.0204 | 3255156.0074 | -2802157.987 |
Total P&L (%) | 2107.6099 | 2119.6878 | -12.0779 | 452.998 | 3255.156 | -2802.158 |
Avg Daily Profit (%) | 1.0119 | 1.0177 | -0.0058 | 0.0821 | 0.1688 | 0 |
Buy And Hold Return (%) | 440.47 | 440.47 | 440.47 | 440.47 | 440.47 | 440.47 |
Max Trade Drawdown | -122835 | -77028 | -91797 | -4716985 | -2164148 | -3014018 |
Profit Factor | 3.4636 | 6.3293 | 0.9736 | 1.0301 | 1.4761 | 0.6587 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 33.0709 | 32.8125 | 33.3333 | 33.0709 | 32.8125 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.0098 | 12.9599 | 1.9472 | 2.0847 | 3.0226 | 1.3175 |
Largest Winning Trade | 2015293 | 2015293 | 49898 | 5020845 | 5020845 | 1088363 |
Largest Losing Trade | -39703 | -25108 | -39703 | -1346247 | -898201 | -1346247 |
Avg Bars in Trades | 194 | 174 | 215 | 194 | 174 | 215 |
Avg Bars in Winners | 421 | 371 | 471 | 421 | 371 | 471 |
Avg Bars in Losers | 82 | 77 | 87 | 82 | 77 | 87 |
Bars Traded | 24738 | 11159 | 13579 | 24738 | 11159 | 13579 |
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 | 439320 | -125759 | -731439 | -432760 | -136099 | -732550 |
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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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