Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958296.3077 | 834778.0213 | 123518.2864 | 5819740.8293 | 1886244.5565 | 3933496.2728 |
Total P&L (%) | 958.2963 | 834.778 | 123.5183 | 5819.7408 | 1886.2446 | 3933.4963 |
Avg Daily Profit (%) | 0.5174 | 0.4507 | 0.0667 | 0.2206 | 0.1615 | 0.1998 |
Buy And Hold Return (%) | 84.6228 | 84.6228 | 84.6228 | 84.6228 | 84.6228 | 84.6228 |
Max Trade Drawdown | -91365 | -61091 | -101343 | -7780146 | -4907210 | -4467694 |
Profit Factor | 2.7047 | 4.515 | 1.3804 | 1.3549 | 1.1986 | 1.5702 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 43.75 | 47.5 | 40 | 43.75 | 47.5 | 40 |
Ratio Avg Win / Avg Loss | 3.4774 | 4.9903 | 2.0707 | 1.742 | 1.3247 | 2.3552 |
Largest Winning Trade | 401395 | 401395 | 77655 | 3001204 | 2740002 | 3001204 |
Largest Losing Trade | -40969 | -29466 | -40969 | -2150250 | -2150250 | -1202781 |
Avg Bars in Trades | 91 | 87 | 94 | 91 | 87 | 94 |
Avg Bars in Winners | 155 | 142 | 172 | 155 | 142 | 172 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 7289 | 3519 | 3770 | 7289 | 3519 | 3770 |
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 | -10297 | 600339 | -128834 | -16463 | 167961 | 252774 |
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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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