Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101299.5064 | 1083482.7163 | 17816.7901 | 1909598.7714 | 2033605.9021 | -124007.1307 |
Total P&L (%) | 1101.2995 | 1083.4827 | 17.8168 | 1909.5988 | 2033.6059 | -124.0071 |
Avg Daily Profit (%) | 0.598 | 0.5883 | 0.0097 | 0.1631 | 0.1663 | 0 |
Buy And Hold Return (%) | 584.9216 | 584.9216 | 584.9216 | 584.9216 | 584.9216 | 584.9216 |
Max Trade Drawdown | -94318 | -60646 | -108615 | -1311962 | -898074 | -906244 |
Profit Factor | 3.0055 | 5.5667 | 1.0571 | 1.3803 | 1.892 | 0.9548 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 37.5 | 42.5 | 32.5 | 37.5 | 42.5 | 32.5 |
Ratio Avg Win / Avg Loss | 5.0091 | 7.5314 | 2.1956 | 2.3004 | 2.5598 | 1.983 |
Largest Winning Trade | 598945 | 598945 | 78716 | 1082277 | 1082277 | 667014 |
Largest Losing Trade | -44793 | -19913 | -44793 | -512050 | -455523 | -512050 |
Avg Bars in Trades | 272 | 255 | 288 | 272 | 255 | 288 |
Avg Bars in Winners | 479 | 413 | 567 | 479 | 413 | 567 |
Avg Bars in Losers | 147 | 139 | 154 | 147 | 139 | 154 |
Bars Traded | 21779 | 10225 | 11554 | 21779 | 10225 | 11554 |
Profit Streak | 33.0997 | 49.433 | 0 | 33.0997 | 49.433 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18587 | 352657 | -509040 | -21565 | 243223 | -584777 |
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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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