Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385801.6837 | 1297026.5578 | 88775.1259 | 2722856.0374 | -1438203.2854 | 4161059.3227 |
Total P&L (%) | 1385.8017 | 1297.0266 | 88.7751 | 2722.856 | -1438.2033 | 4161.0593 |
Avg Daily Profit (%) | 0.772 | 0.7225 | 0.0495 | 0.1863 | 0 | 0.2092 |
Buy And Hold Return (%) | 416.3979 | 416.3979 | 416.3979 | 416.3979 | 416.3979 | 416.3979 |
Max Trade Drawdown | -66404 | -71073 | -130570 | -3378168 | -3339118 | -1763411 |
Profit Factor | 3.6144 | 6.621 | 1.2966 | 1.18 | 0.8278 | 1.6137 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 45 | 37.5 | 52.5 | 45 | 37.5 | 52.5 |
Ratio Avg Win / Avg Loss | 4.4176 | 11.0351 | 1.1731 | 1.4422 | 1.3796 | 1.4601 |
Largest Winning Trade | 1036351 | 1036351 | 71300 | 1850347 | 1415105 | 1850347 |
Largest Losing Trade | -64745 | -24094 | -64745 | -1744042 | -1023026 | -1744042 |
Avg Bars in Trades | 259 | 212 | 306 | 259 | 212 | 306 |
Avg Bars in Winners | 435 | 383 | 472 | 435 | 383 | 472 |
Avg Bars in Losers | 115 | 109 | 122 | 115 | 109 | 122 |
Bars Traded | 20746 | 8484 | 12262 | 20746 | 8484 | 12262 |
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 | -8836 | 474850 | -292228 | -40690 | -583944 | 374856 |
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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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