Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321930.2086 | 1310530.7481 | 11399.4605 | 17175775.3232 | 17525038.8023 | -349263.4791 |
Total P&L (%) | 1321.9302 | 1310.5307 | 11.3995 | 17175.7753 | 17525.0388 | -349.2635 |
Avg Daily Profit (%) | 0.7074 | 0.7013 | 0.0061 | 0.2761 | 0.2772 | 0 |
Buy And Hold Return (%) | 8777.7934 | 8777.7934 | 8777.7934 | 8777.7934 | 8777.7934 | 8777.7934 |
Max Trade Drawdown | -117527 | -57568 | -104729 | -6104364 | -2930888 | -4212342 |
Profit Factor | 3.9331 | 7.5309 | 1.0456 | 2.1249 | 3.7978 | 0.9612 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 55 | 65 | 45 | 55 | 65 | 45 |
Ratio Avg Win / Avg Loss | 3.218 | 4.0551 | 1.2779 | 1.7386 | 2.045 | 1.1748 |
Largest Winning Trade | 679954 | 679954 | 68137 | 5007806 | 5007806 | 3554779 |
Largest Losing Trade | -57568 | -57568 | -32998 | -3173476 | -2930888 | -3173476 |
Avg Bars in Trades | 130 | 130 | 130 | 130 | 130 | 130 |
Avg Bars in Winners | 172 | 153 | 199 | 172 | 153 | 199 |
Avg Bars in Losers | 78 | 86 | 73 | 78 | 86 | 73 |
Bars Traded | 10410 | 5208 | 5202 | 10410 | 5208 | 5202 |
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 | -169520 | -142954 | -522741 | -17577 | 384157 | -581027 |
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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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