Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337135.6458 | 1203639.3095 | 133496.3364 | 928516.4507 | -481080.2865 | 1409596.7372 |
Total P&L (%) | 1337.1356 | 1203.6393 | 133.4963 | 928.5165 | -481.0803 | 1409.5967 |
Avg Daily Profit (%) | 0.566 | 0.5095 | 0.0565 | 0.0987 | 0 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104685 | -74773 | -107268 | -1074017 | -1278992 | -388865 |
Profit Factor | 3.449 | 5.1928 | 1.5156 | 1.2164 | 0.8333 | 2.0038 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.9417 | 7.7892 | 1.3261 | 1.3902 | 1.25 | 1.7533 |
Largest Winning Trade | 1126487 | 1126487 | 60617 | 611934 | 611934 | 536173 |
Largest Losing Trade | -54998 | -40014 | -54998 | -502139 | -502139 | -232761 |
Avg Bars in Trades | 148 | 131 | 166 | 148 | 131 | 166 |
Avg Bars in Winners | 206 | 181 | 224 | 206 | 181 | 224 |
Avg Bars in Losers | 98 | 98 | 99 | 98 | 98 | 99 |
Bars Traded | 8935 | 3945 | 4990 | 8935 | 3945 | 4990 |
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 | -157033 | 528596 | -115671 | -235995 | -583047 | -34897 |
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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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