Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294304.0267 | 1199532.2111 | 94771.8157 | 3656717.799 | 2508328.8927 | 1148388.9063 |
Total P&L (%) | 1294.304 | 1199.5322 | 94.7718 | 3656.7178 | 2508.3289 | 1148.3889 |
Avg Daily Profit (%) | 0.7177 | 0.6651 | 0.0525 | 0.2013 | 0.181 | 0.1401 |
Buy And Hold Return (%) | 375.4053 | 375.4053 | 375.4053 | 375.4053 | 375.4053 | 375.4053 |
Max Trade Drawdown | -87398 | -85512 | -95439 | -7132404 | -7621992 | -3337113 |
Profit Factor | 3.8024 | 6.7924 | 1.372 | 1.1644 | 1.2289 | 1.1018 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.6474 | 8.8823 | 1.568 | 1.4232 | 1.607 | 1.2592 |
Largest Winning Trade | 783251 | 783251 | 62171 | 4371192 | 4371192 | 3760825 |
Largest Losing Trade | -65187 | -35912 | -65187 | -3213269 | -1753607 | -3213269 |
Avg Bars in Trades | 115 | 90 | 139 | 115 | 90 | 139 |
Avg Bars in Winners | 183 | 140 | 224 | 183 | 140 | 224 |
Avg Bars in Losers | 59 | 53 | 65 | 59 | 53 | 65 |
Bars Traded | 6912 | 2724 | 4188 | 6912 | 2724 | 4188 |
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 | -158778 | 538696 | -288227 | -207058 | 208202 | -118582 |
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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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