Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483065.7179 | 1683450.0803 | -200384.3624 | -92848.8549 | 316668.4612 | -409517.316 |
Total P&L (%) | 1483.0657 | 1683.4501 | -200.3844 | -92.8489 | 316.6685 | -409.5173 |
Avg Daily Profit (%) | 0.6274 | 0.7122 | -0.0848 | -0.1115 | 0.0604 | 0 |
Buy And Hold Return (%) | 430.022 | 430.022 | 430.022 | 430.022 | 430.022 | 430.022 |
Max Trade Drawdown | -335986 | -222918 | -266697 | -1280224 | -475225 | -899154 |
Profit Factor | 2.5327 | 4.8499 | 0.6222 | 0.9433 | 1.5479 | 0.6131 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 39.8438 | 40.625 | 39.0625 | 39.8438 | 40.625 | 39.0625 |
Ratio Avg Win / Avg Loss | 3.8239 | 7.0884 | 0.9706 | 1.4241 | 2.2622 | 0.9564 |
Largest Winning Trade | 1618483 | 1618483 | 62754 | 800560 | 800560 | 436822 |
Largest Losing Trade | -63474 | -35709 | -63474 | -649403 | -144835 | -649403 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Losers | 58 | 57 | 59 | 58 | 57 | 59 |
Bars Traded | 9220 | 4452 | 4768 | 9220 | 4452 | 4768 |
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 | 367081 | -125301 | -724489 | -582721 | -418453 | -724489 |
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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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