Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425414.3427 | 341232.6856 | 84181.6571 | 338504.6663 | 254644.5131 | 83860.1532 |
Total P&L (%) | 425.4143 | 341.2327 | 84.1817 | 338.5047 | 254.6445 | 83.8602 |
Avg Daily Profit (%) | 0.3931 | 0.3153 | 0.0778 | 0.1367 | 0.117 | 0.0563 |
Buy And Hold Return (%) | 18.8295 | 18.8295 | 18.8295 | 18.8295 | 18.8295 | 18.8295 |
Max Trade Drawdown | -76202 | -67340 | -68224 | -724416 | -351643 | -691937 |
Profit Factor | 2.1492 | 2.6254 | 1.5253 | 1.1379 | 1.1983 | 1.0716 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.25 | 47.5 | 55 | 51.25 | 47.5 | 55 |
Ratio Avg Win / Avg Loss | 2.0443 | 2.9017 | 1.248 | 1.0824 | 1.3245 | 0.8768 |
Largest Winning Trade | 339971 | 339971 | 31579 | 447332 | 447332 | 230342 |
Largest Losing Trade | -55267 | -26077 | -55267 | -555569 | -175564 | -555569 |
Avg Bars in Trades | 38 | 41 | 34 | 38 | 41 | 34 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 3053 | 1655 | 1398 | 3053 | 1655 | 1398 |
Profit Streak | 0 | 0 | 54.349 | 0 | 0 | 54.349 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10256 | 456097 | -88206 | -103019 | -40057 | -261733 |
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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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