Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672562.4398 | 476840.6839 | 195721.7559 | 3564994.6518 | 2539680.4517 | 1025314.2001 |
Total P&L (%) | 672.5624 | 476.8407 | 195.7218 | 3564.9947 | 2539.6805 | 1025.3142 |
Avg Daily Profit (%) | 0.3535 | 0.2507 | 0.1029 | 0.1895 | 0.1722 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152189 | -44090 | -134401 | -1298762 | -817502 | -1159379 |
Profit Factor | 2.386 | 3.2713 | 1.7109 | 1.5856 | 1.8882 | 1.3176 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.25 | 47.5 | 55 | 51.25 | 47.5 | 55 |
Ratio Avg Win / Avg Loss | 2.2696 | 3.6156 | 1.3999 | 1.5083 | 2.0869 | 1.078 |
Largest Winning Trade | 158293 | 158293 | 64521 | 1050217 | 1003570 | 1050217 |
Largest Losing Trade | -52846 | -24090 | -52846 | -778110 | -519938 | -778110 |
Avg Bars in Trades | 65 | 42 | 87 | 65 | 42 | 87 |
Avg Bars in Winners | 99 | 56 | 137 | 99 | 56 | 137 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 5207 | 1701 | 3506 | 5207 | 1701 | 3506 |
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 | -9720 | 481089 | -52818 | -12727 | 375861 | -21752 |
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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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