Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2072017.8893 | 1893064.0576 | 178953.8317 | 18405042.3381 | 283703.5432 | 18121338.7949 |
Total P&L (%) | 2072.0179 | 1893.0641 | 178.9538 | 18405.0423 | 283.7035 | 18121.3388 |
Avg Daily Profit (%) | 0.9301 | 0.8498 | 0.0803 | 0.2346 | 0.0604 | 0.2339 |
Buy And Hold Return (%) | 394.8578 | 394.8578 | 394.8578 | 394.8578 | 394.8578 | 394.8578 |
Max Trade Drawdown | -78982 | -71539 | -20732 | -25227298 | -26887846 | -6678611 |
Profit Factor | 5.8795 | 7.2328 | 2.4801 | 1.2231 | 1.0044 | 2.039 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 50 | 52.5 | 47.5 | 50 | 52.5 | 47.5 |
Ratio Avg Win / Avg Loss | 5.8795 | 6.5439 | 2.7411 | 1.2231 | 0.9087 | 2.2536 |
Largest Winning Trade | 1605482 | 1605482 | 51714 | 21190166 | 21190166 | 6241960 |
Largest Losing Trade | -47637 | -47637 | -19065 | -19023331 | -19023331 | -5650625 |
Avg Bars in Trades | 104 | 176 | 32 | 104 | 176 | 32 |
Avg Bars in Winners | 124 | 204 | 37 | 124 | 204 | 37 |
Avg Bars in Losers | 83 | 145 | 27 | 83 | 145 | 27 |
Bars Traded | 8347 | 7058 | 1289 | 8347 | 7058 | 1289 |
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 | -3227 | 740645 | -247696 | -15829 | -495120 | 405326 |
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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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