Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820733.0189 | 670054.5515 | 150678.4674 | 2223524.409 | 225333.0357 | 1998191.3733 |
Total P&L (%) | 820.733 | 670.0546 | 150.6785 | 2223.5244 | 225.333 | 1998.1914 |
Avg Daily Profit (%) | 0.4242 | 0.3463 | 0.0779 | 0.1627 | 0.061 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102435 | -77705 | -68924 | -901810 | -765536 | -393361 |
Profit Factor | 2.7415 | 3.7566 | 1.6603 | 1.647 | 1.1121 | 2.4004 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 43.75 | 32.5 | 55 | 43.75 | 32.5 | 55 |
Ratio Avg Win / Avg Loss | 3.5248 | 7.8023 | 1.3584 | 2.1175 | 2.3098 | 1.964 |
Largest Winning Trade | 414108 | 414108 | 55282 | 713452 | 473786 | 713452 |
Largest Losing Trade | -51808 | -34370 | -51808 | -291801 | -283067 | -291801 |
Avg Bars in Trades | 140 | 110 | 170 | 140 | 110 | 170 |
Avg Bars in Winners | 234 | 203 | 252 | 234 | 203 | 252 |
Avg Bars in Losers | 67 | 66 | 70 | 67 | 66 | 70 |
Bars Traded | 11255 | 4427 | 6828 | 11255 | 4427 | 6828 |
Profit Streak | 48.851 | 57.851 | 48.851 | 48.851 | 57.851 | 48.851 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9606 | 373430 | -85707 | -13953 | -213395 | 485482 |
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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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