Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137070.2279 | 1010349.4495 | 126720.7783 | 12099696.1806 | 4429520.3851 | 7670175.7955 |
Total P&L (%) | 1137.0702 | 1010.3495 | 126.7208 | 12099.6962 | 4429.5204 | 7670.1758 |
Avg Daily Profit (%) | 0.4819 | 0.4282 | 0.0537 | 0.2038 | 0.1617 | 0.1847 |
Buy And Hold Return (%) | 736.0129 | 736.0129 | 736.0129 | 736.0129 | 736.0129 | 736.0129 |
Max Trade Drawdown | -95870 | -119196 | -53397 | -10369094 | -11702797 | -4481829 |
Profit Factor | 3.1512 | 4.565 | 1.5168 | 1.2825 | 1.1638 | 1.4855 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 43.75 | 35 | 52.5 | 43.75 | 35 | 52.5 |
Ratio Avg Win / Avg Loss | 4.0515 | 8.4779 | 1.3724 | 1.6489 | 2.1614 | 1.3441 |
Largest Winning Trade | 430054 | 430054 | 62084 | 9832934 | 9832934 | 4781826 |
Largest Losing Trade | -32856 | -32856 | -29868 | -4620635 | -4620635 | -2820377 |
Avg Bars in Trades | 115 | 111 | 119 | 115 | 111 | 119 |
Avg Bars in Winners | 162 | 185 | 147 | 162 | 185 | 147 |
Avg Bars in Losers | 78 | 70 | 89 | 78 | 70 | 89 |
Bars Traded | 9235 | 4440 | 4795 | 9235 | 4440 | 4795 |
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 | -19662 | -38157 | -285213 | -17049 | -37952 | 341151 |
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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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