Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023749.5644 | 896841.4199 | 126908.1445 | 9954819.4378 | 4511741.4107 | 5443078.0271 |
Total P&L (%) | 1023.7496 | 896.8414 | 126.9081 | 9954.8194 | 4511.7414 | 5443.078 |
Avg Daily Profit (%) | 0.5543 | 0.4856 | 0.0687 | 0.2499 | 0.2076 | 0.2176 |
Buy And Hold Return (%) | 161.1063 | 161.1063 | 161.1063 | 161.1063 | 161.1063 | 161.1063 |
Max Trade Drawdown | -87235 | -50514 | -50748 | -4723396 | -3679015 | -2593702 |
Profit Factor | 2.9887 | 5.5831 | 1.3977 | 1.6095 | 1.4943 | 1.7554 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 45 | 50 | 40 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 3.6529 | 5.5831 | 2.0966 | 1.9672 | 1.4943 | 2.6331 |
Largest Winning Trade | 414141 | 414141 | 82096 | 4712549 | 4046159 | 4712549 |
Largest Losing Trade | -40542 | -34731 | -40542 | -1657752 | -1657752 | -982758 |
Avg Bars in Trades | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Winners | 74 | 69 | 81 | 74 | 69 | 81 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 3620 | 1798 | 1822 | 3620 | 1798 | 1822 |
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 | -9378 | 639853 | -269039 | -14210 | 338495 | 275609 |
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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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