Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612418.8867 | 468933.4747 | 143485.412 | 2481783.9714 | 1002823.0096 | 1478960.9618 |
Total P&L (%) | 612.4189 | 468.9335 | 143.4854 | 2481.784 | 1002.823 | 1478.961 |
Avg Daily Profit (%) | 0.3443 | 0.2636 | 0.0807 | 0.1829 | 0.135 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116071 | -57587 | -130185 | -727687 | -438856 | -294054 |
Profit Factor | 2.2406 | 3.0305 | 1.5462 | 2.0464 | 1.726 | 2.4932 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 43.75 | 45 | 42.5 | 43.75 | 45 | 42.5 |
Ratio Avg Win / Avg Loss | 2.8808 | 3.7039 | 2.0919 | 2.631 | 2.1095 | 3.3731 |
Largest Winning Trade | 156985 | 156985 | 78298 | 886191 | 506964 | 886191 |
Largest Losing Trade | -33264 | -31610 | -33264 | -328194 | -328194 | -251024 |
Avg Bars in Trades | 260 | 238 | 281 | 260 | 238 | 281 |
Avg Bars in Winners | 434 | 394 | 476 | 434 | 394 | 476 |
Avg Bars in Losers | 124 | 110 | 138 | 124 | 110 | 138 |
Bars Traded | 20802 | 9523 | 11279 | 20802 | 9523 | 11279 |
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 | -12672 | 433353 | -85435 | -14426 | -10969 | 342675 |
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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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