Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771752.4268 | 590104.6283 | 181647.7985 | 3125747.4408 | 2190647.0951 | 935100.3457 |
Total P&L (%) | 771.7524 | 590.1046 | 181.6478 | 3125.7474 | 2190.6471 | 935.1003 |
Avg Daily Profit (%) | 0.3087 | 0.236 | 0.0727 | 0.139 | 0.1253 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150574 | -140954 | -63329 | -2899765 | -2175430 | -1399722 |
Profit Factor | 2.3561 | 2.8553 | 1.7236 | 1.3692 | 1.4125 | 1.2962 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
Ratio Avg Win / Avg Loss | 2.3561 | 3.4898 | 1.4103 | 1.3692 | 1.7264 | 1.0605 |
Largest Winning Trade | 272392 | 272392 | 48535 | 1720589 | 1720589 | 748283 |
Largest Losing Trade | -43295 | -36155 | -43295 | -990926 | -990926 | -563344 |
Avg Bars in Trades | 60 | 61 | 60 | 60 | 61 | 60 |
Avg Bars in Winners | 80 | 86 | 75 | 80 | 86 | 75 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 4859 | 2446 | 2413 | 4859 | 2446 | 2413 |
Profit Streak | 25.5656 | 190.5656 | 0 | 25.5656 | 190.5656 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9780 | 476604 | -93095 | -29722 | -23951 | -66949 |
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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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