Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932040.7751 | 825582.7434 | 106458.0318 | 4072575.9549 | 1697278.749 | 2375297.2059 |
Total P&L (%) | 932.0408 | 825.5827 | 106.458 | 4072.576 | 1697.2787 | 2375.2972 |
Avg Daily Profit (%) | 0.5048 | 0.4471 | 0.0577 | 0.2023 | 0.1566 | 0.1739 |
Buy And Hold Return (%) | 207.5147 | 207.5147 | 207.5147 | 207.5147 | 207.5147 | 207.5147 |
Max Trade Drawdown | -67460 | -51847 | -94588 | -3639682 | -2496227 | -2402485 |
Profit Factor | 2.3305 | 3.9996 | 1.2503 | 1.3485 | 1.2943 | 1.4013 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 50 | 48.4375 | 51.5625 | 50 | 48.4375 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.3305 | 4.2577 | 1.1745 | 1.3485 | 1.3778 | 1.3164 |
Largest Winning Trade | 376004 | 376004 | 70257 | 2056017 | 1380838 | 2056017 |
Largest Losing Trade | -47250 | -30089 | -47250 | -1528311 | -1139504 | -1528311 |
Avg Bars in Trades | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 7298 | 3450 | 3848 | 7298 | 3450 | 3848 |
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 | 490842 | -124818 | -420909 | 315966 | -132072 | -130459 |
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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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