Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685620.2657 | 616254.1744 | 69366.0914 | 1562815.4626 | 966464.5126 | 596350.95 |
Total P&L (%) | 685.6203 | 616.2542 | 69.3661 | 1562.8155 | 966.4645 | 596.351 |
Avg Daily Profit (%) | 0.4237 | 0.3809 | 0.0429 | 0.1739 | 0.1464 | 0.12 |
Buy And Hold Return (%) | 27.7 | 27.7 | 27.7 | 27.7 | 27.7 | 27.7 |
Max Trade Drawdown | -123306 | -124414 | -106631 | -1469106 | -1338524 | -530252 |
Profit Factor | 2.2197 | 3.0189 | 1.27 | 1.3751 | 1.3746 | 1.3758 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 2.8538 | 4.0845 | 1.5522 | 1.7679 | 1.8598 | 1.6815 |
Largest Winning Trade | 188544 | 188544 | 66299 | 810254 | 810254 | 758966 |
Largest Losing Trade | -55856 | -35067 | -55856 | -667585 | -667585 | -341847 |
Avg Bars in Trades | 237 | 231 | 244 | 237 | 231 | 244 |
Avg Bars in Winners | 408 | 422 | 394 | 408 | 422 | 394 |
Avg Bars in Losers | 105 | 90 | 120 | 105 | 90 | 120 |
Bars Traded | 19022 | 9258 | 9764 | 19022 | 9258 | 9764 |
Profit Streak | 0 | 0 | 550.3711 | 0 | 0 | 550.3711 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12033 | 448624 | -139516 | -16739 | 56384 | -32044 |
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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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