Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982247.3745 | 859043.9512 | 123203.4233 | 179553.3397 | 13752.8914 | 165800.4482 |
Total P&L (%) | 982.2474 | 859.044 | 123.2034 | 179.5533 | 13.7529 | 165.8004 |
Avg Daily Profit (%) | 0.4122 | 0.3605 | 0.0517 | 0.0431 | 0.0054 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108583 | -67703 | -107877 | -213294 | -142687 | -145648 |
Profit Factor | 2.949 | 4.3369 | 1.4998 | 1.1823 | 1.0257 | 1.3679 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.25 | 50 | 52.5 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 2.8052 | 4.3369 | 1.3569 | 1.1246 | 1.0257 | 1.2376 |
Largest Winning Trade | 760881 | 760881 | 58172 | 141451 | 141451 | 90796 |
Largest Losing Trade | -89551 | -64181 | -89551 | -121249 | -121249 | -90551 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 70 | 72 | 69 | 70 | 72 | 69 |
Avg Bars in Losers | 40 | 25 | 56 | 40 | 25 | 56 |
Bars Traded | 4501 | 1963 | 2538 | 4501 | 1963 | 2538 |
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 | -8132 | 602867 | -122214 | -178879 | -426799 | -137247 |
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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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