Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2050297.0557 | 2059550.3676 | -9253.3119 | 36114.0393 | -102235.2012 | 138349.2405 |
Total P&L (%) | 2050.2971 | 2059.5504 | -9.2533 | 36.114 | -102.2352 | 138.3492 |
Avg Daily Profit (%) | 0.8661 | 0.87 | -0.0039 | 0.013 | 0 | 0.0367 |
Buy And Hold Return (%) | 448.785 | 448.785 | 448.785 | 448.785 | 448.785 | 448.785 |
Max Trade Drawdown | -267607 | -224688 | -207302 | -406668 | -365864 | -152207 |
Profit Factor | 3.8791 | 6.9139 | 0.9746 | 1.0403 | 0.8206 | 1.4237 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.75 | 57.5 | 60 | 58.75 | 57.5 | 60 |
Ratio Avg Win / Avg Loss | 2.7236 | 5.1103 | 0.6497 | 0.7304 | 0.6065 | 0.9491 |
Largest Winning Trade | 1854491 | 1854491 | 45433 | 125753 | 125753 | 72349 |
Largest Losing Trade | -91726 | -66589 | -91726 | -146170 | -146170 | -84478 |
Avg Bars in Trades | 85 | 79 | 91 | 85 | 79 | 91 |
Avg Bars in Winners | 82 | 77 | 86 | 82 | 77 | 86 |
Avg Bars in Losers | 90 | 81 | 99 | 90 | 81 | 99 |
Bars Traded | 6838 | 3164 | 3674 | 6838 | 3164 | 3674 |
Profit Streak | 34.9041 | 0 | 74.5707 | 34.9041 | 0 | 74.5707 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3343 | 758046 | -578895 | -540912 | -579777 | -308600 |
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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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