Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635005.553 | 523639.6144 | 111365.9387 | 2286869.8294 | 925732.7015 | 1361137.1278 |
Total P&L (%) | 635.0056 | 523.6396 | 111.3659 | 2286.8698 | 925.7327 | 1361.1371 |
Avg Daily Profit (%) | 0.3925 | 0.3236 | 0.0688 | 0.1963 | 0.144 | 0.1659 |
Buy And Hold Return (%) | 20.4253 | 20.4253 | 20.4253 | 20.4253 | 20.4253 | 20.4253 |
Max Trade Drawdown | -118079 | -126748 | -83370 | -3042822 | -2928570 | -767448 |
Profit Factor | 2.2006 | 2.9089 | 1.4374 | 1.2891 | 1.1855 | 1.4662 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 47.5 | 50 | 45 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 2.4322 | 2.9089 | 1.7568 | 1.4248 | 1.1855 | 1.792 |
Largest Winning Trade | 154801 | 154801 | 65089 | 1557902 | 1454122 | 1557902 |
Largest Losing Trade | -53927 | -44365 | -53927 | -1753060 | -1753060 | -600367 |
Avg Bars in Trades | 233 | 226 | 239 | 233 | 226 | 239 |
Avg Bars in Winners | 365 | 342 | 392 | 365 | 342 | 392 |
Avg Bars in Losers | 112 | 111 | 114 | 112 | 111 | 114 |
Bars Traded | 18647 | 9067 | 9580 | 18647 | 9067 | 9580 |
Profit Streak | 0 | 0 | 547.5905 | 0 | 0 | 547.5905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10879 | 528367 | -101363 | -16726 | -16840 | 310469 |
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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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