Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1876364.1089 | 1667884.4777 | 208479.6312 | 6180496.7755 | -2318479.9311 | 8498976.7066 |
Total P&L (%) | 1876.3641 | 1667.8845 | 208.4796 | 6180.4968 | -2318.4799 | 8498.9767 |
Avg Daily Profit (%) | 0.9007 | 0.8006 | 0.1001 | 0.1989 | 0 | 0.214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92371 | -91625 | -48991 | -7926830 | -5350900 | -3383266 |
Profit Factor | 4.433 | 6.5067 | 1.8556 | 1.242 | 0.8495 | 1.8391 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 6.6496 | 15.1822 | 1.8556 | 1.863 | 1.9822 | 1.8391 |
Largest Winning Trade | 1508598 | 1508598 | 68606 | 5756835 | 3927304 | 5756835 |
Largest Losing Trade | -42206 | -28482 | -42206 | -2755639 | -1893090 | -2755639 |
Avg Bars in Trades | 305 | 261 | 349 | 305 | 261 | 349 |
Avg Bars in Winners | 533 | 537 | 531 | 533 | 537 | 531 |
Avg Bars in Losers | 152 | 143 | 166 | 152 | 143 | 166 |
Bars Traded | 24422 | 10460 | 13962 | 24422 | 10460 | 13962 |
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 | -7033 | 502024 | -55829 | -18797 | -585749 | 420318 |
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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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