Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561758.5661 | 432822.0812 | 128936.4848 | 2165934.5433 | 1654953.3938 | 510981.1495 |
Total P&L (%) | 561.7586 | 432.8221 | 128.9365 | 2165.9345 | 1654.9534 | 510.9812 |
Avg Daily Profit (%) | 0.2246 | 0.1731 | 0.0516 | 0.1249 | 0.1146 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143000 | -83744 | -76536 | -6341031 | -3483677 | -3533890 |
Profit Factor | 2.1153 | 2.8027 | 1.4892 | 1.1509 | 1.2177 | 1.0757 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.75 | 50 | 47.5 | 48.75 | 50 | 47.5 |
Ratio Avg Win / Avg Loss | 2.2238 | 2.8027 | 1.6459 | 1.21 | 1.2177 | 1.1889 |
Largest Winning Trade | 139090 | 139090 | 54916 | 2388598 | 2388598 | 1395908 |
Largest Losing Trade | -28540 | -24280 | -28540 | -1519575 | -1022715 | -1519575 |
Avg Bars in Trades | 91 | 83 | 99 | 91 | 83 | 99 |
Avg Bars in Winners | 144 | 126 | 163 | 144 | 126 | 163 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 7308 | 3324 | 3984 | 7308 | 3324 | 3984 |
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 | -11992 | 459658 | -122660 | -104682 | -39952 | -234059 |
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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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