Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902442.4192 | 714448.1817 | 187994.2375 | 5050926.7809 | 916210.3588 | 4134716.4221 |
Total P&L (%) | 902.4424 | 714.4482 | 187.9942 | 5050.9268 | 916.2104 | 4134.7164 |
Avg Daily Profit (%) | 0.4564 | 0.3613 | 0.0951 | 0.1995 | 0.1173 | 0.1896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98055 | -81526 | -72041 | -2551531 | -3139033 | -1949002 |
Profit Factor | 2.4216 | 2.8366 | 1.7648 | 1.3706 | 1.099 | 1.9448 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.25 | 45 | 47.5 | 46.25 | 45 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8143 | 3.467 | 1.9506 | 1.5928 | 1.3432 | 2.1495 |
Largest Winning Trade | 222436 | 222436 | 80076 | 2281751 | 2281751 | 1949152 |
Largest Losing Trade | -46807 | -46807 | -41683 | -2369460 | -2369460 | -1546301 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Losers | 30 | 39 | 20 | 30 | 39 | 20 |
Bars Traded | 3790 | 1990 | 1800 | 3790 | 1990 | 1800 |
Profit Streak | 0 | 0 | 650.687 | 0 | 0 | 650.687 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10393 | 464929 | -62690 | -15575 | -149493 | 419618 |
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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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