Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1739953.6312 | 1726319.0794 | 13634.5519 | 1534728.454 | 744331.842 | 790396.612 |
Total P&L (%) | 1739.9536 | 1726.3191 | 13.6346 | 1534.7285 | 744.3318 | 790.3966 |
Avg Daily Profit (%) | 0.7376 | 0.7319 | 0.0058 | 0.1185 | 0.0905 | 0.0927 |
Buy And Hold Return (%) | 797.0851 | 797.0851 | 797.0851 | 797.0851 | 797.0851 | 797.0851 |
Max Trade Drawdown | -132167 | -153109 | -63742 | -3030413 | -3179946 | -1182672 |
Profit Factor | 3.7866 | 6.2699 | 1.0459 | 1.1508 | 1.1135 | 1.2184 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 40 | 37.5 | 42.5 | 40 | 37.5 | 42.5 |
Ratio Avg Win / Avg Loss | 5.6799 | 10.4498 | 1.4151 | 1.7262 | 1.8559 | 1.6484 |
Largest Winning Trade | 1431692 | 1431692 | 65555 | 2974530 | 2974530 | 817952 |
Largest Losing Trade | -40307 | -32984 | -40307 | -895494 | -895494 | -631559 |
Avg Bars in Trades | 174 | 165 | 183 | 174 | 165 | 183 |
Avg Bars in Winners | 299 | 298 | 299 | 299 | 298 | 299 |
Avg Bars in Losers | 91 | 85 | 98 | 91 | 85 | 98 |
Bars Traded | 13966 | 6615 | 7351 | 13966 | 6615 | 7351 |
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 | -13798 | 377828 | -523764 | -122937 | -336906 | -236710 |
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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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