Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747441.1903 | 633346.1992 | 114094.9911 | 1653991.5235 | 1349756.0959 | 304235.4276 |
Total P&L (%) | 747.4412 | 633.3462 | 114.095 | 1653.9915 | 1349.7561 | 304.2354 |
Avg Daily Profit (%) | 0.3261 | 0.2763 | 0.0498 | 0.1251 | 0.1167 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109053 | -143486 | -55113 | -683944 | -550067 | -405120 |
Profit Factor | 2.6361 | 3.16 | 1.6973 | 1.6503 | 1.8793 | 1.3017 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50 | 40 | 60 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 2.6361 | 4.74 | 1.1316 | 1.6503 | 2.8189 | 0.8678 |
Largest Winning Trade | 341139 | 341139 | 49575 | 701632 | 701632 | 543744 |
Largest Losing Trade | -32897 | -32897 | -32231 | -242968 | -195089 | -242968 |
Avg Bars in Trades | 66 | 75 | 56 | 66 | 75 | 56 |
Avg Bars in Winners | 88 | 106 | 76 | 88 | 106 | 76 |
Avg Bars in Losers | 43 | 55 | 26 | 43 | 55 | 26 |
Bars Traded | 3980 | 2274 | 1707 | 3980 | 2274 | 1707 |
Profit Streak | 116.0331 | 116.0331 | 168.0331 | 116.0331 | 116.0331 | 168.0331 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158398 | 408828 | -122498 | -195065 | -36549 | -111266 |
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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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