Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128761.4561 | 1127817.4842 | 943.9719 | 822223.0953 | 1838012.6603 | -1015789.565 |
Total P&L (%) | 1128.7615 | 1127.8175 | 0.944 | 822.2231 | 1838.0127 | -1015.7896 |
Avg Daily Profit (%) | 0.6223 | 0.6217 | 0.0005 | 0.1225 | 0.1635 | 0 |
Buy And Hold Return (%) | 597.0545 | 597.0545 | 597.0545 | 597.0545 | 597.0545 | 597.0545 |
Max Trade Drawdown | -120628 | -62747 | -127275 | -2214536 | -1084222 | -1266330 |
Profit Factor | 2.4838 | 4.2523 | 1.0023 | 1.1166 | 1.5917 | 0.7427 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.4838 | 4.2523 | 1.0023 | 1.1166 | 1.5917 | 0.7427 |
Largest Winning Trade | 524510 | 524510 | 76921 | 2128675 | 2128675 | 589129 |
Largest Losing Trade | -61759 | -31082 | -61759 | -595890 | -595890 | -586816 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 5234 | 2468 | 2766 | 5234 | 2468 | 2766 |
Profit Streak | 0 | 86.3747 | 0 | 0 | 86.3747 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327652 | -127362 | -715089 | -169415 | -130959 | -719958 |
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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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