Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816160.7327 | 713240.9431 | 102919.7896 | 846634.4668 | 36118.7151 | 810515.7517 |
Total P&L (%) | 816.1607 | 713.2409 | 102.9198 | 846.6345 | 36.1187 | 810.5158 |
Avg Daily Profit (%) | 0.419 | 0.3662 | 0.0528 | 0.1155 | 0.0158 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144255 | -106122 | -88030 | -833170 | -568947 | -367165 |
Profit Factor | 2.3791 | 3.4119 | 1.3476 | 1.3188 | 1.0257 | 1.648 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.25 | 32.5 | 50 | 41.25 | 32.5 | 50 |
Ratio Avg Win / Avg Loss | 3.3884 | 7.0862 | 1.3476 | 1.8783 | 2.1303 | 1.648 |
Largest Winning Trade | 528127 | 528127 | 61537 | 365569 | 365569 | 302072 |
Largest Losing Trade | -29558 | -29435 | -29558 | -228099 | -228099 | -185461 |
Avg Bars in Trades | 70 | 58 | 82 | 70 | 58 | 82 |
Avg Bars in Winners | 107 | 95 | 115 | 107 | 95 | 115 |
Avg Bars in Losers | 43 | 40 | 48 | 43 | 40 | 48 |
Bars Traded | 5626 | 2340 | 3286 | 5626 | 2340 | 3286 |
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 | -12738 | 331409 | -121946 | -64296 | -372178 | -37941 |
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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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