Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403372.9348 | 340776.7944 | 62596.1404 | 711968.1694 | 571428.3223 | 140539.8471 |
Total P&L (%) | 403.3729 | 340.7768 | 62.5961 | 711.9682 | 571.4283 | 140.5398 |
Avg Daily Profit (%) | 0.3872 | 0.3271 | 0.0601 | 0.2013 | 0.183 | 0.0843 |
Buy And Hold Return (%) | 193.7764 | 193.7764 | 193.7764 | 193.7764 | 193.7764 | 193.7764 |
Max Trade Drawdown | -48168 | -37915 | -33162 | -167515 | -103970 | -109102 |
Profit Factor | 2.2634 | 3.2369 | 1.3749 | 1.8855 | 2.6388 | 1.3086 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 45 | 47.5 | 42.5 | 45 | 47.5 | 42.5 |
Ratio Avg Win / Avg Loss | 2.7663 | 3.5777 | 1.8602 | 2.3045 | 2.9165 | 1.7705 |
Largest Winning Trade | 240677 | 240677 | 30518 | 317594 | 317594 | 107617 |
Largest Losing Trade | -23365 | -23365 | -20187 | -106330 | -83631 | -106330 |
Avg Bars in Trades | 304 | 314 | 294 | 304 | 314 | 294 |
Avg Bars in Winners | 472 | 454 | 491 | 472 | 454 | 491 |
Avg Bars in Losers | 167 | 188 | 148 | 167 | 188 | 148 |
Bars Traded | 24376 | 12596 | 11780 | 24376 | 12596 | 11780 |
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 | -18536 | 196302 | -279696 | -16606 | 317685 | -247830 |
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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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