Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891060.6113 | 861055.0448 | 30005.5665 | 761453.1944 | 374429.6051 | 387023.5892 |
Total P&L (%) | 891.0606 | 861.055 | 30.0056 | 761.4532 | 374.4296 | 387.0236 |
Avg Daily Profit (%) | 0.472 | 0.4561 | 0.0159 | 0.1141 | 0.0825 | 0.0839 |
Buy And Hold Return (%) | 342.5016 | 342.5016 | 342.5016 | 342.5016 | 342.5016 | 342.5016 |
Max Trade Drawdown | -102118 | -80068 | -65726 | -1704376 | -980792 | -1289668 |
Profit Factor | 2.928 | 5.5363 | 1.1102 | 1.122 | 1.1361 | 1.1109 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 42.5 | 35 | 50 | 42.5 | 35 | 50 |
Ratio Avg Win / Avg Loss | 3.9614 | 10.2818 | 1.1102 | 1.518 | 2.1099 | 1.1109 |
Largest Winning Trade | 587920 | 587920 | 63077 | 1021477 | 1021477 | 777106 |
Largest Losing Trade | -59298 | -29358 | -59298 | -627126 | -344475 | -627126 |
Avg Bars in Trades | 66 | 53 | 80 | 66 | 53 | 80 |
Avg Bars in Winners | 105 | 96 | 112 | 105 | 96 | 112 |
Avg Bars in Losers | 38 | 30 | 48 | 38 | 30 | 48 |
Bars Traded | 5359 | 2145 | 3214 | 5359 | 2145 | 3214 |
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 | -14205 | 326413 | -436700 | -157499 | -295080 | -304779 |
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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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