Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304052.9358 | 1200033.58 | 104019.3558 | 632398.6347 | 294354.3428 | 338044.2919 |
Total P&L (%) | 1304.0529 | 1200.0336 | 104.0194 | 632.3986 | 294.3543 | 338.0443 |
Avg Daily Profit (%) | 0.5479 | 0.5042 | 0.0437 | 0.0837 | 0.0577 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116568 | -91232 | -84593 | -4945013 | -2037861 | -3655732 |
Profit Factor | 2.9142 | 4.7538 | 1.2877 | 1.0534 | 1.0497 | 1.0572 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.3713 | 9.5077 | 1.4716 | 1.5802 | 2.0994 | 1.2083 |
Largest Winning Trade | 817892 | 817892 | 71952 | 1774723 | 1557971 | 1774723 |
Largest Losing Trade | -73372 | -29758 | -73372 | -1821497 | -1046917 | -1821497 |
Avg Bars in Trades | 77 | 66 | 89 | 77 | 66 | 89 |
Avg Bars in Winners | 145 | 134 | 153 | 145 | 134 | 153 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 4679 | 1980 | 2699 | 4679 | 1980 | 2699 |
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 | -161090 | 422040 | -135866 | -419085 | -287218 | -268947 |
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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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