Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174959.6711 | 1113465.9559 | 61493.7152 | 3068436.4416 | 2933338.6264 | 135097.8152 |
Total P&L (%) | 1174.9597 | 1113.466 | 61.4937 | 3068.4364 | 2933.3386 | 135.0978 |
Avg Daily Profit (%) | 0.6412 | 0.6076 | 0.0336 | 0.1888 | 0.1864 | 0.0467 |
Buy And Hold Return (%) | 701.8987 | 701.8987 | 701.8987 | 701.8987 | 701.8987 | 701.8987 |
Max Trade Drawdown | -114925 | -63196 | -82819 | -1236475 | -636953 | -992843 |
Profit Factor | 3.8006 | 6.478 | 1.2843 | 1.8427 | 2.7444 | 1.0689 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.0627 | 8.4712 | 1.1238 | 1.9698 | 3.5889 | 0.9353 |
Largest Winning Trade | 528048 | 528048 | 75140 | 1477634 | 1477634 | 762609 |
Largest Losing Trade | -41136 | -39875 | -41136 | -633086 | -235460 | -633086 |
Avg Bars in Trades | 173 | 169 | 177 | 173 | 169 | 177 |
Avg Bars in Winners | 242 | 256 | 231 | 242 | 256 | 231 |
Avg Bars in Losers | 108 | 103 | 114 | 108 | 103 | 114 |
Bars Traded | 10403 | 5090 | 5313 | 10403 | 5090 | 5313 |
Profit Streak | 0 | 241.1025 | 0 | 0 | 241.1025 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164486 | 328226 | -313468 | -164601 | 353129 | -442349 |
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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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