Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669726.928 | 567411.1337 | 102315.7943 | 1237220.9315 | 876191.333 | 361029.5984 |
Total P&L (%) | 669.7269 | 567.4111 | 102.3158 | 1237.2209 | 876.1913 | 361.0296 |
Avg Daily Profit (%) | 0.3774 | 0.3198 | 0.0577 | 0.1462 | 0.1285 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106370 | -44160 | -95237 | -554969 | -196267 | -543889 |
Profit Factor | 2.5499 | 4.3698 | 1.3879 | 1.5963 | 2.0728 | 1.287 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 33.75 | 32.5 | 35 | 33.75 | 32.5 | 35 |
Ratio Avg Win / Avg Loss | 5.0053 | 9.0758 | 2.5776 | 3.1335 | 4.305 | 2.3901 |
Largest Winning Trade | 251724 | 251724 | 79916 | 598240 | 511261 | 598240 |
Largest Losing Trade | -50688 | -14773 | -50688 | -215864 | -104476 | -215864 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 101 | 87 | 114 | 101 | 87 | 114 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3463 | 1503 | 1960 | 3463 | 1503 | 1960 |
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 | -15681 | 346202 | -120000 | -24490 | -23914 | -82613 |
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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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