Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2042766.3544 | 1976655.9561 | 66110.3982 | -136069.5414 | 891046.6572 | -1027116.1986 |
Total P&L (%) | 2042.7664 | 1976.656 | 66.1104 | -136.0695 | 891.0467 | -1027.1162 |
Avg Daily Profit (%) | 1.1406 | 1.1037 | 0.0369 | 0 | 0.1281 | 0 |
Buy And Hold Return (%) | 271.9866 | 271.9866 | 271.9866 | 271.9866 | 271.9866 | 271.9866 |
Max Trade Drawdown | -161170 | -119006 | -108436 | -1181685 | -100136 | -1098504 |
Profit Factor | 5.3839 | 10.4289 | 1.2579 | 0.9041 | 5.4312 | 0.1569 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 27 | 12 | 15 | 54 | 29 | 25 |
Losing Trades | 53 | 28 | 25 | 26 | 11 | 15 |
Profitability (%) | 33.75 | 30 | 37.5 | 67.5 | 72.5 | 62.5 |
Ratio Avg Win / Avg Loss | 10.5684 | 24.3342 | 2.0965 | 0.4353 | 2.0601 | 0.0941 |
Largest Winning Trade | 1308191 | 1308191 | 60164 | 822552 | 822552 | 30265 |
Largest Losing Trade | -100344 | -22381 | -100344 | -934432 | -76518 | -934432 |
Avg Bars in Trades | 85 | 70 | 101 | 85 | 70 | 101 |
Avg Bars in Winners | 196 | 179 | 209 | 35 | 39 | 29 |
Avg Bars in Losers | 29 | 23 | 36 | 190 | 150 | 220 |
Bars Traded | 6855 | 2806 | 4049 | 6855 | 2806 | 4049 |
Profit Streak | 0 | 0 | 0 | 27.1628 | 27.1628 | 120.6628 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8558 | 511495 | -313261 | -600995 | -12799 | -577603 |
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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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