Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332166.7149 | 1361866.4484 | -29699.7335 | 419562.3891 | 1362400.8747 | -942838.4856 |
Total P&L (%) | 1332.1667 | 1361.8664 | -29.6997 | 419.5624 | 1362.4009 | -942.8385 |
Avg Daily Profit (%) | 0.7334 | 0.7497 | -0.0164 | 0.0908 | 0.1478 | 0 |
Buy And Hold Return (%) | 572.7488 | 572.7488 | 572.7488 | 572.7488 | 572.7488 | 572.7488 |
Max Trade Drawdown | -114607 | -80799 | -135158 | -1080122 | -678579 | -1098435 |
Profit Factor | 2.5791 | 4.4264 | 0.9334 | 1.0728 | 1.5205 | 0.7002 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 2.7454 | 5.6911 | 0.8236 | 1.142 | 1.9549 | 0.6178 |
Largest Winning Trade | 931675 | 931675 | 76291 | 1148137 | 1148137 | 339122 |
Largest Losing Trade | -67175 | -29594 | -67175 | -575661 | -281570 | -575661 |
Avg Bars in Trades | 83 | 81 | 86 | 83 | 81 | 86 |
Avg Bars in Winners | 104 | 103 | 106 | 104 | 103 | 106 |
Avg Bars in Losers | 63 | 64 | 63 | 63 | 64 | 63 |
Bars Traded | 10717 | 5198 | 5519 | 10717 | 5198 | 5519 |
Profit Streak | 0 | 107.0509 | 0 | 0 | 107.0509 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451071 | -124794 | -719553 | -378275 | -137689 | -719553 |
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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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