Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198743.9721 | 1182521.8591 | 16222.113 | 2601290.4834 | 4975035.5723 | -2373745.089 |
Total P&L (%) | 1198.744 | 1182.5219 | 16.2221 | 2601.2905 | 4975.0356 | -2373.7451 |
Avg Daily Profit (%) | 0.6626 | 0.6536 | 0.009 | 0.1824 | 0.2173 | 0 |
Buy And Hold Return (%) | 837.3239 | 837.3239 | 837.3239 | 837.3239 | 837.3239 | 837.3239 |
Max Trade Drawdown | -157142 | -88701 | -129070 | -6343478 | -3303700 | -3585304 |
Profit Factor | 3.0283 | 5.1453 | 1.0531 | 1.1736 | 1.6944 | 0.6965 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 47.5 | 50 | 45 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 3.3471 | 5.1453 | 1.2871 | 1.2971 | 1.6944 | 0.8513 |
Largest Winning Trade | 806524 | 806524 | 76343 | 3020559 | 3020559 | 1614342 |
Largest Losing Trade | -32635 | -32635 | -30082 | -1781777 | -1781777 | -1218810 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 140 | 144 | 136 | 140 | 144 | 136 |
Avg Bars in Losers | 40 | 37 | 42 | 40 | 37 | 42 |
Bars Traded | 7029 | 3634 | 3395 | 7029 | 3634 | 3395 |
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 | -38464 | -17673 | -510708 | -49476 | 385861 | -582694 |
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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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