Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1637824.8174 | 1493366.1997 | 144458.6177 | 1478905.8526 | -509574.4804 | 1988480.3331 |
Total P&L (%) | 1637.8248 | 1493.3662 | 144.4586 | 1478.9059 | -509.5745 | 1988.4803 |
Avg Daily Profit (%) | 0.692 | 0.631 | 0.061 | 0.1167 | 0 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128228 | -71099 | -134408 | -1421064 | -1357777 | -497103 |
Profit Factor | 3.5788 | 5.7024 | 1.4549 | 1.3972 | 0.7941 | 2.5928 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 43.75 | 35 | 52.5 | 43.75 | 35 | 52.5 |
Ratio Avg Win / Avg Loss | 4.6013 | 10.5902 | 1.3164 | 1.7964 | 1.4748 | 2.3458 |
Largest Winning Trade | 1381431 | 1381431 | 63758 | 1019806 | 621046 | 1019806 |
Largest Losing Trade | -52085 | -27962 | -52085 | -426038 | -426038 | -226758 |
Avg Bars in Trades | 116 | 103 | 129 | 116 | 103 | 129 |
Avg Bars in Winners | 189 | 178 | 195 | 189 | 178 | 195 |
Avg Bars in Losers | 59 | 62 | 56 | 59 | 62 | 56 |
Bars Traded | 9310 | 4122 | 5188 | 9310 | 4122 | 5188 |
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 | -7212 | 512143 | -110040 | -61268 | -584916 | -15777 |
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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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