Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894028.1292 | 787047.1392 | 106980.99 | 7892678.6459 | 3182333.9402 | 4710344.7057 |
Total P&L (%) | 894.0281 | 787.0471 | 106.981 | 7892.6786 | 3182.3339 | 4710.3447 |
Avg Daily Profit (%) | 0.3566 | 0.3139 | 0.0427 | 0.1749 | 0.1394 | 0.1546 |
Buy And Hold Return (%) | 458.9168 | 458.9168 | 458.9168 | 458.9168 | 458.9168 | 458.9168 |
Max Trade Drawdown | -59307 | -44709 | -78755 | -4255632 | -3127491 | -1858678 |
Profit Factor | 2.3931 | 3.7023 | 1.3052 | 1.3651 | 1.2605 | 1.501 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.875 | 42.1875 | 51.5625 | 46.875 | 42.1875 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.7122 | 5.0735 | 1.2261 | 1.5471 | 1.7274 | 1.41 |
Largest Winning Trade | 273455 | 273455 | 64932 | 3842949 | 3636138 | 3842949 |
Largest Losing Trade | -29744 | -21431 | -29744 | -1501974 | -1501974 | -917376 |
Avg Bars in Trades | 57 | 53 | 62 | 57 | 53 | 62 |
Avg Bars in Winners | 85 | 89 | 82 | 85 | 89 | 82 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 7368 | 3397 | 3971 | 7368 | 3397 | 3971 |
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 | 209682 | -135430 | -440548 | 307445 | -148172 | -130015 |
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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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