Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890987.1394 | 748954.9641 | 142032.1753 | 4424354.0465 | 1726745.5075 | 2697608.539 |
Total P&L (%) | 890.9871 | 748.955 | 142.0322 | 4424.354 | 1726.7455 | 2697.6085 |
Avg Daily Profit (%) | 0.4278 | 0.3596 | 0.0682 | 0.1832 | 0.1396 | 0.1601 |
Buy And Hold Return (%) | 123.4818 | 123.4818 | 123.4818 | 123.4818 | 123.4818 | 123.4818 |
Max Trade Drawdown | -106115 | -100412 | -99909 | -2430841 | -2079312 | -961517 |
Profit Factor | 2.8254 | 3.9374 | 1.6092 | 1.4568 | 1.3152 | 1.6412 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 37.5 | 32.5 | 42.5 | 37.5 | 32.5 | 42.5 |
Ratio Avg Win / Avg Loss | 4.709 | 8.1777 | 2.1772 | 2.428 | 2.7316 | 2.2205 |
Largest Winning Trade | 321183 | 321183 | 61562 | 2132519 | 1770774 | 2132519 |
Largest Losing Trade | -49589 | -22256 | -49589 | -671178 | -621711 | -671178 |
Avg Bars in Trades | 305 | 264 | 346 | 305 | 264 | 346 |
Avg Bars in Winners | 581 | 530 | 619 | 581 | 530 | 619 |
Avg Bars in Losers | 139 | 135 | 144 | 139 | 135 | 144 |
Bars Traded | 24428 | 10571 | 13857 | 24428 | 10571 | 13857 |
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 | -13260 | 324625 | -220751 | -18591 | -11747 | 284978 |
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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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