Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238496.8836 | 1254018.3728 | -15521.4892 | 181581.8374 | 292719.5449 | -111137.7075 |
Total P&L (%) | 1238.4969 | 1254.0184 | -15.5215 | 181.5818 | 292.7195 | -111.1377 |
Avg Daily Profit (%) | 0.6874 | 0.696 | -0.0086 | 0.0575 | 0.0759 | 0 |
Buy And Hold Return (%) | 321.979 | 321.979 | 321.979 | 321.979 | 321.979 | 321.979 |
Max Trade Drawdown | -110118 | -98475 | -160426 | -421390 | -381988 | -449422 |
Profit Factor | 2.7943 | 5.2072 | 0.9604 | 1.1075 | 1.3708 | 0.8764 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.4153 | 7.8108 | 0.9604 | 1.3537 | 2.0562 | 0.8764 |
Largest Winning Trade | 1015644 | 1015644 | 68696 | 491238 | 491238 | 122673 |
Largest Losing Trade | -66880 | -32274 | -66880 | -360888 | -134513 | -360888 |
Avg Bars in Trades | 131 | 116 | 147 | 131 | 116 | 147 |
Avg Bars in Winners | 194 | 178 | 206 | 194 | 178 | 206 |
Avg Bars in Losers | 81 | 74 | 89 | 81 | 74 | 89 |
Bars Traded | 10550 | 4646 | 5904 | 10550 | 4646 | 5904 |
Profit Streak | 0 | 0 | 56.1657 | 0 | 0 | 56.1657 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10544 | 505697 | -580188 | -409910 | -259553 | -580188 |
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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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