Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307017.8109 | 1197239.0145 | 109778.7964 | 2564422.4274 | 1124174.5914 | 1440247.836 |
Total P&L (%) | 1307.0178 | 1197.239 | 109.7788 | 2564.4224 | 1124.1746 | 1440.2478 |
Avg Daily Profit (%) | 0.7277 | 0.6666 | 0.0611 | 0.1829 | 0.1396 | 0.1524 |
Buy And Hold Return (%) | 257.6773 | 257.6773 | 257.6773 | 257.6773 | 257.6773 | 257.6773 |
Max Trade Drawdown | -95136 | -42156 | -164434 | -1659288 | -1216843 | -1209448 |
Profit Factor | 4.0659 | 9.3782 | 1.3873 | 1.4042 | 1.4084 | 1.401 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 52.5 | 47.5 | 57.5 | 52.5 | 47.5 | 57.5 |
Ratio Avg Win / Avg Loss | 3.6786 | 10.3654 | 1.0254 | 1.2705 | 1.5567 | 1.0356 |
Largest Winning Trade | 733725 | 733725 | 68500 | 1463726 | 1463726 | 926922 |
Largest Losing Trade | -82212 | -17439 | -82212 | -1033587 | -510695 | -1033587 |
Avg Bars in Trades | 64 | 34 | 94 | 64 | 34 | 94 |
Avg Bars in Winners | 101 | 63 | 133 | 101 | 63 | 133 |
Avg Bars in Losers | 23 | 7 | 43 | 23 | 7 | 43 |
Bars Traded | 5162 | 1363 | 3799 | 5162 | 1363 | 3799 |
Profit Streak | 20.1045 | 51.1045 | 0 | 20.1045 | 51.1045 | 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 | -4525 | 666953 | -275467 | -14285 | -6723 | 302109 |
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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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