Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1773842.9151 | 1667417.312 | 106425.6031 | 2184191.5158 | -760071.0842 | 2944262.6 |
Total P&L (%) | 1773.8429 | 1667.4173 | 106.4256 | 2184.1915 | -760.0711 | 2944.2626 |
Avg Daily Profit (%) | 0.9541 | 0.8968 | 0.0572 | 0.1684 | 0 | 0.1839 |
Buy And Hold Return (%) | 101.9747 | 101.9747 | 101.9747 | 101.9747 | 101.9747 | 101.9747 |
Max Trade Drawdown | -118830 | -140891 | -48563 | -6353766 | -6956004 | -2050127 |
Profit Factor | 4.4769 | 7.1206 | 1.4476 | 1.1219 | 0.9272 | 1.3937 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 5.7561 | 10.407 | 1.6407 | 1.4425 | 1.3551 | 1.5796 |
Largest Winning Trade | 1541639 | 1541639 | 58377 | 3712115 | 3712115 | 2201681 |
Largest Losing Trade | -24855 | -24855 | -20377 | -1406802 | -1406802 | -1020538 |
Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
Avg Bars in Winners | 81 | 66 | 95 | 81 | 66 | 95 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 7166 | 3055 | 4111 | 7166 | 3055 | 4111 |
Profit Streak | 0 | 0 | 42.0043 | 0 | 0 | 42.0043 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670314 | -121325 | -406431 | -80735 | -722215 | -130177 |
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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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