Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257342.266 | 1210763.9583 | 46578.3077 | 2535982.8051 | 4525299.0683 | -1989316.2632 |
Total P&L (%) | 1257.3423 | 1210.764 | 46.5783 | 2535.9828 | 4525.2991 | -1989.3163 |
Avg Daily Profit (%) | 0.6937 | 0.668 | 0.0257 | 0.1807 | 0.2118 | 0 |
Buy And Hold Return (%) | 547.2101 | 547.2101 | 547.2101 | 547.2101 | 547.2101 | 547.2101 |
Max Trade Drawdown | -133770 | -64116 | -75059 | -10706701 | -4646877 | -6330014 |
Profit Factor | 3.3406 | 6.1364 | 1.1545 | 1.1225 | 1.5793 | 0.8456 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 5.5677 | 10.2273 | 1.9242 | 1.8709 | 2.6321 | 1.4094 |
Largest Winning Trade | 621626 | 621626 | 76463 | 5687974 | 5687974 | 2585163 |
Largest Losing Trade | -29214 | -20857 | -29214 | -2010610 | -1899802 | -2010610 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 78 | 71 | 86 | 78 | 71 | 86 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 3553 | 1655 | 1898 | 3553 | 1655 | 1898 |
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 | -14897 | 369420 | -378611 | -107077 | 223452 | -583944 |
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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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