Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913321.1997 | 1853326.6776 | 59994.5222 | 1470858.17 | 3267259.6872 | -1796401.5172 |
Total P&L (%) | 1913.3212 | 1853.3267 | 59.9945 | 1470.8582 | 3267.2597 | -1796.4015 |
Avg Daily Profit (%) | 1.0676 | 1.0341 | 0.0335 | 0.1538 | 0.1964 | 0 |
Buy And Hold Return (%) | 374.0715 | 374.0715 | 374.0715 | 374.0715 | 374.0715 | 374.0715 |
Max Trade Drawdown | -119167 | -134731 | -87909 | -8148180 | -7374568 | -6812800 |
Profit Factor | 4.2405 | 7.1442 | 1.2077 | 1.0593 | 1.2631 | 0.8551 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.25 | 32.5 | 50 | 41.25 | 32.5 | 50 |
Ratio Avg Win / Avg Loss | 6.0395 | 14.8379 | 1.2077 | 1.5087 | 2.6233 | 0.8551 |
Largest Winning Trade | 995398 | 995398 | 57616 | 8831778 | 8831778 | 2357190 |
Largest Losing Trade | -67799 | -33986 | -67799 | -6589464 | -2191572 | -6589464 |
Avg Bars in Trades | 131 | 136 | 126 | 131 | 136 | 126 |
Avg Bars in Winners | 208 | 240 | 187 | 208 | 240 | 187 |
Avg Bars in Losers | 77 | 86 | 64 | 77 | 86 | 64 |
Bars Traded | 10515 | 5468 | 5047 | 10515 | 5468 | 5047 |
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 | -7800 | 494865 | -314401 | -176038 | 79168 | -580749 |
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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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