Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703204.5601 | 1614079.2863 | 89125.2738 | 524662.3793 | 2763423.3824 | -2238761.0031 |
Total P&L (%) | 1703.2046 | 1614.0793 | 89.1253 | 524.6624 | 2763.4234 | -2238.761 |
Avg Daily Profit (%) | 0.7168 | 0.6793 | 0.0375 | 0.0771 | 0.1413 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181188 | -125457 | -86236 | -25470321 | -15989113 | -10709801 |
Profit Factor | 2.9466 | 4.0244 | 1.2611 | 1.0112 | 1.0983 | 0.8815 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 35 | 30 | 40 | 35 | 30 | 40 |
Ratio Avg Win / Avg Loss | 5.4722 | 9.3902 | 1.8917 | 1.8779 | 2.5628 | 1.3223 |
Largest Winning Trade | 1155381 | 1155381 | 59521 | 15211631 | 15211631 | 7050341 |
Largest Losing Trade | -46301 | -46301 | -44233 | -8945802 | -5870886 | -8945802 |
Avg Bars in Trades | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Winners | 103 | 125 | 87 | 103 | 125 | 87 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 4534 | 2511 | 2023 | 4534 | 2511 | 2023 |
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 | -11528 | 412720 | -145694 | -326290 | -123014 | -582972 |
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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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