Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662357.7598 | 604080.397 | 58277.3628 | 2510340.5776 | 5037242.4265 | -2526901.8489 |
Total P&L (%) | 662.3578 | 604.0804 | 58.2774 | 2510.3406 | 5037.2424 | -2526.9018 |
Avg Daily Profit (%) | 0.2649 | 0.2416 | 0.0233 | 0.1306 | 0.1577 | 0 |
Buy And Hold Return (%) | 846.2261 | 846.2261 | 846.2261 | 846.2261 | 846.2261 | 846.2261 |
Max Trade Drawdown | -104056 | -82113 | -115377 | -1843196 | -686705 | -3049190 |
Profit Factor | 2.3773 | 4.9799 | 1.1771 | 1.3757 | 4.6406 | 0.523 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 63.75 | 67.5 | 60 | 63.75 | 67.5 | 60 |
Ratio Avg Win / Avg Loss | 1.3518 | 2.3977 | 0.7847 | 0.7823 | 2.2344 | 0.3487 |
Largest Winning Trade | 172520 | 172520 | 57187 | 2109317 | 2109317 | 373505 |
Largest Losing Trade | -61529 | -48101 | -61529 | -1843196 | -340767 | -1843196 |
Avg Bars in Trades | 86 | 99 | 72 | 86 | 99 | 72 |
Avg Bars in Winners | 96 | 85 | 107 | 96 | 85 | 107 |
Avg Bars in Losers | 68 | 127 | 20 | 68 | 127 | 20 |
Bars Traded | 6884 | 3967 | 2917 | 6884 | 3967 | 2917 |
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 | -175485 | -147307 | -353605 | -44299 | 605007 | -579453 |
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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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