Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062825.1939 | 878913.224 | 183911.9698 | 21191098.0836 | 22271817.7692 | -1080719.6855 |
Total P&L (%) | 1062.8252 | 878.9132 | 183.912 | 21191.0981 | 22271.8178 | -1080.7197 |
Avg Daily Profit (%) | 0.5103 | 0.422 | 0.0883 | 0.2577 | 0.2601 | 0 |
Buy And Hold Return (%) | 266.6079 | 266.6079 | 266.6079 | 266.6079 | 266.6079 | 266.6079 |
Max Trade Drawdown | -79893 | -56223 | -74278 | -44621179 | -24416848 | -32843015 |
Profit Factor | 3.6192 | 5.5176 | 1.8707 | 1.1836 | 1.3851 | 0.9812 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45 | 42.5 | 47.5 | 45 | 42.5 | 47.5 |
Ratio Avg Win / Avg Loss | 4.4235 | 7.465 | 2.0676 | 1.4467 | 1.874 | 1.0845 |
Largest Winning Trade | 363175 | 363175 | 56267 | 21382973 | 21382973 | 9945619 |
Largest Losing Trade | -30799 | -21677 | -30799 | -11018820 | -6090931 | -11018820 |
Avg Bars in Trades | 305 | 268 | 343 | 305 | 268 | 343 |
Avg Bars in Winners | 567 | 511 | 618 | 567 | 511 | 618 |
Avg Bars in Losers | 91 | 88 | 94 | 91 | 88 | 94 |
Bars Traded | 24469 | 10733 | 13736 | 24469 | 10733 | 13736 |
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 | -10484 | 445444 | -238250 | -35728 | 265611 | -580055 |
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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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