Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514520.1726 | 1585007.9908 | -70487.8181 | -98235.7336 | 134194.8388 | -232430.5724 |
Total P&L (%) | 1514.5202 | 1585.008 | -70.4878 | -98.2357 | 134.1948 | -232.4306 |
Avg Daily Profit (%) | 0.8484 | 0.8878 | -0.0395 | -0.2259 | 0.0477 | 0 |
Buy And Hold Return (%) | 294.1708 | 294.1708 | 294.1708 | 294.1708 | 294.1708 | 294.1708 |
Max Trade Drawdown | -231691 | -170555 | -124920 | -419195 | -92809 | -2371 |
Profit Factor | 2.9336 | 5.3706 | 0.8324 | 0.7764 | 2.3149 | 0.311 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 14 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 26 | 20 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 35 | 50 |
Ratio Avg Win / Avg Loss | 3.9689 | 8.951 | 0.92 | 1.0505 | 4.299 | 0.311 |
Largest Winning Trade | 1480280 | 1480280 | 55392 | 226686 | 226686 | 78469 |
Largest Losing Trade | -108430 | -38548 | -108430 | -331281 | -86655 | -331281 |
Avg Bars in Trades | 84 | 98 | 69 | 84 | 98 | 69 |
Avg Bars in Winners | 101 | 103 | 99 | 92 | 87 | 95 |
Avg Bars in Losers | 71 | 96 | 43 | 78 | 105 | 44 |
Bars Traded | 6751 | 3957 | 2794 | 6751 | 3957 | 2794 |
Profit Streak | 35.9461 | 86.9461 | 35.9461 | 35.9461 | 86.9461 | 35.9461 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8128 | 589030 | -581178 | -604814 | -295448 | -580206 |
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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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