Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687439.2666 | 668405.5059 | 19033.7607 | 350450.6386 | 142175.6165 | 208275.022 |
Total P&L (%) | 687.4393 | 668.4055 | 19.0338 | 350.4506 | 142.1756 | 208.275 |
Avg Daily Profit (%) | 0.3665 | 0.3564 | 0.0101 | 0.0803 | 0.0472 | 0.06 |
Buy And Hold Return (%) | 234.611 | 234.611 | 234.611 | 234.611 | 234.611 | 234.611 |
Max Trade Drawdown | -152794 | -107173 | -162427 | -217639 | -151404 | -115776 |
Profit Factor | 2.136 | 3.2962 | 1.0606 | 1.3771 | 1.2698 | 1.5178 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 37.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8899 | 5.4936 | 1.1723 | 1.8632 | 2.1163 | 1.6775 |
Largest Winning Trade | 371129 | 371129 | 58530 | 143072 | 143072 | 103613 |
Largest Losing Trade | -53571 | -28309 | -53571 | -74817 | -67151 | -74817 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 146 | 142 | 149 | 146 | 142 | 149 |
Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
Bars Traded | 7320 | 3266 | 4054 | 7320 | 3266 | 4054 |
Profit Streak | 0 | 179.1264 | 0 | 0 | 179.1264 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16343 | 322344 | -499855 | -122957 | -298154 | -276940 |
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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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