Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169075.7699 | 985631.8555 | 183443.9144 | 24806304.0632 | 10867967.4628 | 13938336.6005 |
Total P&L (%) | 1169.0758 | 985.6319 | 183.4439 | 24806.3041 | 10867.9675 | 13938.3366 |
Avg Daily Profit (%) | 0.492 | 0.4148 | 0.0772 | 0.2325 | 0.1979 | 0.2083 |
Buy And Hold Return (%) | 320.3558 | 320.3558 | 320.3558 | 320.3558 | 320.3558 | 320.3558 |
Max Trade Drawdown | -78969 | -68496 | -73099 | -11695438 | -9983657 | -11102767 |
Profit Factor | 3.4826 | 5.406 | 1.7421 | 1.5027 | 1.5526 | 1.4696 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 3.6612 | 5.9751 | 1.7421 | 1.5798 | 1.7161 | 1.4696 |
Largest Winning Trade | 284612 | 284612 | 66720 | 9867728 | 6669054 | 9867728 |
Largest Losing Trade | -44319 | -23792 | -44319 | -7503592 | -3043033 | -7503592 |
Avg Bars in Trades | 174 | 141 | 208 | 174 | 141 | 208 |
Avg Bars in Winners | 248 | 217 | 278 | 248 | 217 | 278 |
Avg Bars in Losers | 104 | 72 | 137 | 104 | 72 | 137 |
Bars Traded | 13968 | 5648 | 8320 | 13968 | 5648 | 8320 |
Profit Streak | 16.7265 | 0 | 25.2265 | 16.7265 | 0 | 25.2265 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9029 | 503265 | -251767 | -12941 | 353325 | 352807 |
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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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