Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244510.8463 | 2278490.2899 | -33979.4437 | 227444.907 | 3080862.7902 | -2853417.8833 |
Total P&L (%) | 2244.5108 | 2278.4903 | -33.9794 | 227.4449 | 3080.8628 | -2853.4179 |
Avg Daily Profit (%) | 1.0778 | 1.0941 | -0.0163 | 0.057 | 0.1663 | 0 |
Buy And Hold Return (%) | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 |
Max Trade Drawdown | -209380 | -109289 | -149688 | -5214935 | -2288889 | -3059506 |
Profit Factor | 3.4981 | 6.1512 | 0.9255 | 1.0205 | 1.6736 | 0.563 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 42.9688 | 45.3125 | 40.625 | 42.9688 | 45.3125 | 40.625 |
Ratio Avg Win / Avg Loss | 4.6429 | 7.4239 | 1.3527 | 1.3545 | 2.0199 | 0.8229 |
Largest Winning Trade | 2196990 | 2196990 | 54208 | 5202340 | 5202340 | 644699 |
Largest Losing Trade | -44565 | -39329 | -44565 | -2346468 | -1216341 | -2346468 |
Avg Bars in Trades | 191 | 190 | 193 | 191 | 190 | 193 |
Avg Bars in Winners | 282 | 277 | 287 | 282 | 277 | 287 |
Avg Bars in Losers | 123 | 117 | 129 | 123 | 117 | 129 |
Bars Traded | 24568 | 12163 | 12405 | 24568 | 12163 | 12405 |
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 | 587387 | -120655 | -722215 | -483008 | -130507 | -723881 |
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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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