Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825506.536 | 737751.998 | 87754.538 | 2813327.8797 | 2752166.9634 | 61160.9163 |
Total P&L (%) | 825.5065 | 737.752 | 87.7545 | 2813.3279 | 2752.167 | 61.1609 |
Avg Daily Profit (%) | 0.3288 | 0.2938 | 0.0349 | 0.1344 | 0.1335 | 0.019 |
Buy And Hold Return (%) | 266.2496 | 266.2496 | 266.2496 | 266.2496 | 266.2496 | 266.2496 |
Max Trade Drawdown | -100414 | -85954 | -65459 | -1725415 | -1308434 | -1286058 |
Profit Factor | 2.192 | 3.2228 | 1.2434 | 1.3417 | 1.6947 | 1.0143 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 44.5313 | 40.625 | 48.4375 | 44.5313 | 40.625 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.7304 | 4.7102 | 1.3236 | 1.6713 | 2.4769 | 1.0798 |
Largest Winning Trade | 394076 | 394076 | 47127 | 1803753 | 1803753 | 579789 |
Largest Losing Trade | -63393 | -22629 | -63393 | -1283912 | -451268 | -1283912 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 82 | 68 | 93 | 82 | 68 | 93 |
Avg Bars in Losers | 36 | 35 | 36 | 36 | 35 | 36 |
Bars Traded | 7258 | 3150 | 4108 | 7258 | 3150 | 4108 |
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 | 305997 | -131419 | -452037 | -13560 | -154243 | -677804 |
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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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