Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801245.7156 | 811519.1961 | -10273.4805 | -55645.3048 | 721547.1497 | -777192.4545 |
Total P&L (%) | 801.2457 | 811.5192 | -10.2735 | -55.6453 | 721.5472 | -777.1925 |
Avg Daily Profit (%) | 0.4389 | 0.4445 | -0.0056 | -0.0445 | 0.1154 | 0 |
Buy And Hold Return (%) | 318.4122 | 318.4122 | 318.4122 | 318.4122 | 318.4122 | 318.4122 |
Max Trade Drawdown | -181037 | -117061 | -103040 | -729709 | -166586 | -799218 |
Profit Factor | 2.2431 | 3.5663 | 0.9687 | 0.9611 | 2.8364 | 0.2522 |
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 | 3.0348 | 5.9439 | 1.0707 | 1.3004 | 4.7273 | 0.2788 |
Largest Winning Trade | 600743 | 600743 | 64900 | 656127 | 656127 | 34363 |
Largest Losing Trade | -86717 | -35592 | -86717 | -663693 | -110640 | -663693 |
Avg Bars in Trades | 41 | 49 | 32 | 41 | 49 | 32 |
Avg Bars in Winners | 40 | 50 | 32 | 40 | 50 | 32 |
Avg Bars in Losers | 42 | 49 | 33 | 42 | 49 | 33 |
Bars Traded | 3317 | 1998 | 1319 | 3317 | 1998 | 1319 |
Profit Streak | 11.0962 | 30.0962 | 0 | 11.0962 | 30.0962 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15246 | 326388 | -580055 | -605166 | -42472 | -581722 |
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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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