Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553969.3232 | 462822.5696 | 91146.7536 | 387349.8421 | 48514.3934 | 338835.4487 |
Total P&L (%) | 553.9693 | 462.8226 | 91.1468 | 387.3498 | 48.5144 | 338.8354 |
Avg Daily Profit (%) | 0.2999 | 0.2506 | 0.0493 | 0.0858 | 0.0214 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138235 | -96477 | -84133 | -1000878 | -708498 | -622625 |
Profit Factor | 2.0743 | 3.032 | 1.3166 | 1.1469 | 1.0391 | 1.2428 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 48.75 | 42.5 | 55 | 48.75 | 42.5 | 55 |
Ratio Avg Win / Avg Loss | 2.1807 | 4.1021 | 1.0772 | 1.2057 | 1.4058 | 1.0169 |
Largest Winning Trade | 403476 | 403476 | 61418 | 570887 | 570887 | 378698 |
Largest Losing Trade | -40315 | -30347 | -40315 | -261891 | -235046 | -261891 |
Avg Bars in Trades | 44 | 34 | 54 | 44 | 34 | 54 |
Avg Bars in Winners | 60 | 50 | 68 | 60 | 50 | 68 |
Avg Bars in Losers | 28 | 21 | 37 | 28 | 21 | 37 |
Bars Traded | 3548 | 1362 | 2186 | 3548 | 1362 | 2186 |
Profit Streak | 0 | 37.6288 | 0 | 0 | 37.6288 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11428 | 430048 | -126145 | -161655 | -345175 | -85588 |
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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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