Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1624627.5487 | 1439427.2028 | 185200.3459 | 3498456.8121 | -1905020.4712 | 5403477.2832 |
Total P&L (%) | 1624.6275 | 1439.4272 | 185.2003 | 3498.4568 | -1905.0205 | 5403.4773 |
Avg Daily Profit (%) | 0.6907 | 0.612 | 0.0787 | 0.1525 | 0 | 0.1706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125000 | -85377 | -89063 | -6072973 | -5365567 | -2743393 |
Profit Factor | 3.3326 | 4.99 | 1.5516 | 1.1773 | 0.8356 | 1.6636 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 33.3333 | 25 | 41.6667 | 33.3333 | 25 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.6651 | 14.9701 | 2.1723 | 2.3546 | 2.5068 | 2.3291 |
Largest Winning Trade | 1278319 | 1278319 | 65347 | 3556785 | 2546381 | 3556785 |
Largest Losing Trade | -34226 | -32334 | -34226 | -2337593 | -2337593 | -1227539 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 85 | 81 | 87 | 85 | 81 | 87 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 4602 | 1929 | 2672 | 4602 | 1929 | 2672 |
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 | 447873 | -179926 | -257783 | -22895 | -777273 | -161761 |
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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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