Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398358.2467 | 1368614.6782 | 29743.5685 | 25611440.682 | 25361273.4634 | 250167.2186 |
Total P&L (%) | 1398.3582 | 1368.6147 | 29.7436 | 25611.4407 | 25361.2735 | 250.1672 |
Avg Daily Profit (%) | 0.7532 | 0.7372 | 0.016 | 0.2994 | 0.2988 | 0.0675 |
Buy And Hold Return (%) | 8156.1647 | 8156.1647 | 8156.1647 | 8156.1647 | 8156.1647 | 8156.1647 |
Max Trade Drawdown | -65133 | -46959 | -85165 | -5091467 | -4664621 | -5543239 |
Profit Factor | 4.4169 | 9.4393 | 1.1204 | 2.0863 | 3.6736 | 1.0178 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 38.75 | 42.5 | 35 | 38.75 | 42.5 | 35 |
Ratio Avg Win / Avg Loss | 6.9816 | 12.7709 | 2.0807 | 3.2976 | 4.9702 | 1.8901 |
Largest Winning Trade | 477380 | 477380 | 61989 | 8957557 | 8957557 | 6385331 |
Largest Losing Trade | -23709 | -22471 | -23709 | -3056174 | -1536396 | -3056174 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 89 | 92 | 85 | 89 | 92 | 85 |
Avg Bars in Losers | 14 | 10 | 18 | 14 | 10 | 18 |
Bars Traded | 3482 | 1814 | 1668 | 3482 | 1814 | 1668 |
Profit Streak | 0 | 147.1894 | 0 | 0 | 147.1894 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173796 | -146546 | -430023 | -18285 | 387537 | -474239 |
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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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