Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801065.3804 | 689137.8487 | 111927.5316 | 1031002.6096 | 460473.7612 | 570528.8484 |
Total P&L (%) | 801.0654 | 689.1378 | 111.9275 | 1031.0026 | 460.4738 | 570.5288 |
Avg Daily Profit (%) | 0.4276 | 0.3678 | 0.0597 | 0.1296 | 0.092 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74719 | -59448 | -64811 | -774123 | -456773 | -500993 |
Profit Factor | 2.6127 | 3.5259 | 1.4999 | 1.4165 | 1.3506 | 1.4909 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 38.75 | 35 | 42.5 | 38.75 | 35 | 42.5 |
Ratio Avg Win / Avg Loss | 4.1298 | 6.5482 | 2.0293 | 2.2389 | 2.5083 | 2.017 |
Largest Winning Trade | 579346 | 579346 | 62305 | 476674 | 474704 | 476674 |
Largest Losing Trade | -37221 | -37221 | -31227 | -170960 | -154114 | -170960 |
Avg Bars in Trades | 276 | 239 | 313 | 276 | 239 | 313 |
Avg Bars in Winners | 516 | 469 | 555 | 516 | 469 | 555 |
Avg Bars in Losers | 124 | 116 | 134 | 124 | 116 | 134 |
Bars Traded | 22138 | 9597 | 12541 | 22138 | 9597 | 12541 |
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 | -13187 | 373712 | -113624 | -45899 | -74389 | -57428 |
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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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