Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274044.1159 | 1314917.6645 | -40873.5485 | 1050633.707 | 1539865.8219 | -489232.1149 |
Total P&L (%) | 1274.0441 | 1314.9177 | -40.8735 | 1050.6337 | 1539.8658 | -489.2321 |
Avg Daily Profit (%) | 0.5825 | 0.6012 | -0.0187 | 0.1117 | 0.128 | 0 |
Buy And Hold Return (%) | 551.2181 | 551.2181 | 551.2181 | 551.2181 | 551.2181 | 551.2181 |
Max Trade Drawdown | -155056 | -63953 | -101554 | -1028378 | -607084 | -514204 |
Profit Factor | 3.1033 | 4.9093 | 0.8483 | 1.4368 | 2.1556 | 0.5439 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 35 | 35 | 35 | 35 | 35 | 35 |
Ratio Avg Win / Avg Loss | 5.7632 | 9.1173 | 1.5754 | 2.6684 | 4.0032 | 1.01 |
Largest Winning Trade | 704033 | 704033 | 64468 | 1347529 | 1347529 | 102645 |
Largest Losing Trade | -51513 | -51513 | -32547 | -395481 | -380497 | -395481 |
Avg Bars in Trades | 154 | 143 | 164 | 154 | 143 | 164 |
Avg Bars in Winners | 263 | 254 | 271 | 263 | 254 | 271 |
Avg Bars in Losers | 95 | 84 | 107 | 95 | 84 | 107 |
Bars Traded | 12344 | 5754 | 6590 | 12344 | 5754 | 6590 |
Profit Streak | 0 | 198.5641 | 0 | 0 | 198.5641 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17188 | 361692 | -583805 | -78490 | -25793 | -584916 |
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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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