Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863961.4474 | 641770.9813 | 222190.4661 | 6350574.179 | 282614.6733 | 6067959.5056 |
Total P&L (%) | 863.9614 | 641.771 | 222.1905 | 6350.5742 | 282.6147 | 6067.9595 |
Avg Daily Profit (%) | 0.4147 | 0.3081 | 0.1067 | 0.2002 | 0.0644 | 0.1981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128756 | -70640 | -161633 | -4988817 | -3841475 | -2511964 |
Profit Factor | 2.1462 | 2.8972 | 1.5348 | 1.5564 | 1.0436 | 2.2312 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 43.75 | 39.0625 | 48.4375 | 43.75 | 39.0625 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.7594 | 4.5196 | 1.6338 | 2.0011 | 1.628 | 2.3752 |
Largest Winning Trade | 248610 | 248610 | 58171 | 2860347 | 2860347 | 2120141 |
Largest Losing Trade | -38897 | -22109 | -38897 | -2047523 | -1173213 | -2047523 |
Avg Bars in Trades | 191 | 169 | 212 | 191 | 169 | 212 |
Avg Bars in Winners | 309 | 291 | 324 | 309 | 291 | 324 |
Avg Bars in Losers | 99 | 91 | 108 | 99 | 91 | 108 |
Bars Traded | 24468 | 10846 | 13622 | 24468 | 10846 | 13622 |
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 | 427105 | -129218 | -187761 | 313575 | -422084 | -127520 |
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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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