Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045053.2718 | 1054364.8649 | -9311.5931 | 417282.5289 | 329413.3303 | 87869.1986 |
Total P&L (%) | 1045.0533 | 1054.3649 | -9.3116 | 417.2825 | 329.4133 | 87.8692 |
Avg Daily Profit (%) | 0.5733 | 0.5784 | -0.0051 | 0.0902 | 0.08 | 0.0346 |
Buy And Hold Return (%) | 465.4177 | 465.4177 | 465.4177 | 465.4177 | 465.4177 | 465.4177 |
Max Trade Drawdown | -156540 | -144117 | -32195 | -835245 | -844791 | -67505 |
Profit Factor | 3.6644 | 4.1647 | 0.8423 | 1.266 | 1.2268 | 1.7576 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.1302 | 6.2471 | 1.1015 | 1.7724 | 1.8401 | 2.2984 |
Largest Winning Trade | 954667 | 954667 | 8931 | 650186 | 650186 | 47459 |
Largest Losing Trade | -42060 | -42060 | -13329 | -235528 | -235528 | -20007 |
Avg Bars in Trades | 170 | 337 | 4 | 170 | 337 | 4 |
Avg Bars in Winners | 262 | 542 | 2 | 262 | 542 | 2 |
Avg Bars in Losers | 105 | 200 | 5 | 105 | 200 | 5 |
Bars Traded | 10237 | 10113 | 124 | 10237 | 10113 | 124 |
Profit Streak | 369.7357 | 461.069 | 369.7357 | 369.7357 | 461.069 | 369.7357 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163263 | 372938 | -580887 | -413397 | -254186 | -310899 |
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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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