Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271635.7509 | 1099765.6303 | 171870.1206 | 2004466.0677 | -1880941.2256 | 3885407.2932 |
Total P&L (%) | 1271.6358 | 1099.7656 | 171.8701 | 2004.4661 | -1880.9412 | 3885.4073 |
Avg Daily Profit (%) | 0.5399 | 0.4669 | 0.073 | 0.1294 | 0 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99613 | -85591 | -91953 | -4030806 | -4244913 | -1622597 |
Profit Factor | 3.5453 | 4.9904 | 1.7673 | 1.2069 | 0.7092 | 2.2062 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 38.75 | 30 | 47.5 | 38.75 | 30 | 47.5 |
Ratio Avg Win / Avg Loss | 5.6038 | 11.6443 | 1.9533 | 1.9077 | 1.6547 | 2.4384 |
Largest Winning Trade | 1029168 | 1029168 | 63183 | 1590612 | 1492944 | 1590612 |
Largest Losing Trade | -38466 | -28389 | -38466 | -1469126 | -1469126 | -548009 |
Avg Bars in Trades | 173 | 148 | 199 | 173 | 148 | 199 |
Avg Bars in Winners | 312 | 282 | 331 | 312 | 282 | 331 |
Avg Bars in Losers | 86 | 90 | 80 | 86 | 90 | 80 |
Bars Traded | 13903 | 5930 | 7973 | 13903 | 5930 | 7973 |
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 | -10481 | 372859 | -93112 | -47348 | -585749 | 393141 |
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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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