Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606084.9151 | 484339.6678 | 121745.2473 | 1688794.963 | 666590.3048 | 1022204.6581 |
Total P&L (%) | 606.0849 | 484.3397 | 121.7452 | 1688.795 | 666.5903 | 1022.2047 |
Avg Daily Profit (%) | 0.341 | 0.2725 | 0.0685 | 0.1624 | 0.1147 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70573 | -32157 | -84851 | -1125366 | -599401 | -525965 |
Profit Factor | 2.2586 | 3.2308 | 1.4604 | 1.4968 | 1.3645 | 1.651 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 36.25 | 37.5 | 35 | 36.25 | 37.5 | 35 |
Ratio Avg Win / Avg Loss | 3.972 | 5.3847 | 2.7121 | 2.6324 | 2.2742 | 3.0661 |
Largest Winning Trade | 186459 | 186459 | 78989 | 828802 | 682857 | 828802 |
Largest Losing Trade | -34293 | -22525 | -34293 | -288386 | -288386 | -232977 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 84 | 70 | 100 | 84 | 70 | 100 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3467 | 1546 | 1921 | 3467 | 1546 | 1921 |
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 | -15582 | 344992 | -105113 | -19010 | -42762 | -13574 |
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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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