Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522266.1194 | 452499.694 | 69766.4254 | 781239.7936 | 492559.3755 | 288680.4181 |
Total P&L (%) | 522.2661 | 452.4997 | 69.7664 | 781.2398 | 492.5594 | 288.6804 |
Avg Daily Profit (%) | 0.289 | 0.2504 | 0.0386 | 0.1205 | 0.0985 | 0.0752 |
Buy And Hold Return (%) | 51.0409 | 51.0409 | 51.0409 | 51.0409 | 51.0409 | 51.0409 |
Max Trade Drawdown | -126100 | -76439 | -122981 | -431866 | -374258 | -148792 |
Profit Factor | 1.968 | 2.7439 | 1.2491 | 1.5358 | 1.5997 | 1.4533 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 42.5 | 40 | 45 | 42.5 | 40 | 45 |
Ratio Avg Win / Avg Loss | 2.6626 | 4.1158 | 1.5267 | 2.0778 | 2.3995 | 1.7763 |
Largest Winning Trade | 226424 | 226424 | 77148 | 378597 | 321678 | 378597 |
Largest Losing Trade | -37149 | -37149 | -28791 | -319083 | -319083 | -147026 |
Avg Bars in Trades | 42 | 33 | 50 | 42 | 33 | 50 |
Avg Bars in Winners | 69 | 54 | 82 | 69 | 54 | 82 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 3362 | 1356 | 2006 | 3362 | 1356 | 2006 |
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 | -14157 | 339371 | -193999 | -55778 | -62287 | -93275 |
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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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