Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510088.0924 | 388115.6233 | 121972.4691 | 493023.7836 | 489338.0658 | 3685.7178 |
Total P&L (%) | 510.0881 | 388.1156 | 121.9725 | 493.0238 | 489.3381 | 3.6857 |
Avg Daily Profit (%) | 0.2726 | 0.2074 | 0.0652 | 0.0952 | 0.0948 | 0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92317 | -70688 | -71412 | -493203 | -152869 | -372877 |
Profit Factor | 1.9518 | 2.1852 | 1.5851 | 1.4218 | 1.8416 | 1.0063 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.25 | 42.5 | 50 | 46.25 | 42.5 | 50 |
Ratio Avg Win / Avg Loss | 2.2683 | 2.9564 | 1.5851 | 1.6524 | 2.4915 | 1.0063 |
Largest Winning Trade | 256922 | 256922 | 56913 | 438547 | 438547 | 196158 |
Largest Losing Trade | -40678 | -40678 | -35848 | -372877 | -116844 | -372877 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 3269 | 1632 | 1637 | 3269 | 1632 | 1637 |
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 | -12870 | 322317 | -102942 | -89222 | -65765 | -569602 |
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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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