Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931844.216 | 797864.6737 | 133979.5423 | 8130756.7397 | 4439911.4929 | 3690845.2468 |
Total P&L (%) | 931.8442 | 797.8647 | 133.9795 | 8130.7567 | 4439.9115 | 3690.8452 |
Avg Daily Profit (%) | 0.3727 | 0.3191 | 0.0536 | 0.1766 | 0.1527 | 0.1455 |
Buy And Hold Return (%) | 251.6565 | 251.6565 | 251.6565 | 251.6565 | 251.6565 | 251.6565 |
Max Trade Drawdown | -85060 | -64521 | -36984 | -6355806 | -5087273 | -3054635 |
Profit Factor | 3.2658 | 3.9665 | 1.9415 | 1.3462 | 1.2818 | 1.4778 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 3.4333 | 4.3841 | 1.9415 | 1.4153 | 1.4167 | 1.4778 |
Largest Winning Trade | 426096 | 426096 | 45036 | 4734562 | 4734562 | 2523691 |
Largest Losing Trade | -34068 | -34068 | -22523 | -3043406 | -3043406 | -2201118 |
Avg Bars in Trades | 120 | 169 | 72 | 120 | 169 | 72 |
Avg Bars in Winners | 182 | 256 | 113 | 182 | 256 | 113 |
Avg Bars in Losers | 61 | 90 | 31 | 61 | 90 | 31 |
Bars Traded | 9666 | 6768 | 2898 | 9666 | 6768 | 2898 |
Profit Streak | 100.1815 | 100.1815 | 206.4315 | 100.1815 | 100.1815 | 206.4315 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10034 | 458989 | -282436 | -15101 | 260003 | 136880 |
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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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