Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2488356.9721 | 2433937.2815 | 54419.6906 | 1227105.8668 | 854443.5197 | 372662.3471 |
Total P&L (%) | 2488.357 | 2433.9373 | 54.4197 | 1227.1059 | 854.4435 | 372.6623 |
Avg Daily Profit (%) | 1.1256 | 1.101 | 0.0246 | 0.117 | 0.1021 | 0.0703 |
Buy And Hold Return (%) | 155.9149 | 155.9149 | 155.9149 | 155.9149 | 155.9149 | 155.9149 |
Max Trade Drawdown | -124165 | -72078 | -96381 | -3673976 | -1936642 | -3196992 |
Profit Factor | 5.1533 | 9.7127 | 1.1702 | 1.0945 | 1.1226 | 1.062 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 5.1533 | 9.7127 | 1.1702 | 1.0945 | 1.1226 | 1.062 |
Largest Winning Trade | 2367438 | 2367438 | 44394 | 2303935 | 2303935 | 1311888 |
Largest Losing Trade | -56725 | -27902 | -56725 | -1038815 | -1038815 | -673102 |
Avg Bars in Trades | 95 | 102 | 89 | 95 | 102 | 89 |
Avg Bars in Winners | 136 | 144 | 128 | 136 | 144 | 128 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 8051 | 4291 | 3760 | 8051 | 4291 | 3760 |
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 | 776895 | 791956 | -359049 | -152659 | -142851 | -255683 |
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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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