Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166179.529 | 1058458.4396 | 107721.0894 | 2576013.114 | 2511934.8877 | 64078.2263 |
Total P&L (%) | 1166.1795 | 1058.4584 | 107.7211 | 2576.0131 | 2511.9349 | 64.0782 |
Avg Daily Profit (%) | 0.6411 | 0.5819 | 0.0592 | 0.1809 | 0.1795 | 0.0272 |
Buy And Hold Return (%) | 701.102 | 701.102 | 701.102 | 701.102 | 701.102 | 701.102 |
Max Trade Drawdown | -95808 | -75152 | -71609 | -1186755 | -569523 | -773921 |
Profit Factor | 3.2467 | 5.6795 | 1.3678 | 1.6466 | 2.3161 | 1.0309 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 |
Ratio Avg Win / Avg Loss | 1.948 | 3.4077 | 0.8207 | 0.988 | 1.3896 | 0.6185 |
Largest Winning Trade | 377844 | 377844 | 75095 | 1034977 | 1034977 | 466961 |
Largest Losing Trade | -89799 | -31323 | -89799 | -734996 | -392281 | -734996 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 3470 | 1843 | 1627 | 3470 | 1843 | 1627 |
Profit Streak | 0 | 94.8518 | 0 | 0 | 94.8518 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12998 | 419231 | -279143 | -16176 | 387957 | -508860 |
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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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