Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820279.0545 | 762670.5359 | 57608.5186 | 1865256.8655 | 857233.7321 | 1008023.1334 |
Total P&L (%) | 820.2791 | 762.6705 | 57.6085 | 1865.2569 | 857.2337 | 1008.0231 |
Avg Daily Profit (%) | 0.4435 | 0.4123 | 0.0311 | 0.1611 | 0.1222 | 0.1301 |
Buy And Hold Return (%) | 117.2825 | 117.2825 | 117.2825 | 117.2825 | 117.2825 | 117.2825 |
Max Trade Drawdown | -92263 | -68176 | -59529 | -1924094 | -1336396 | -892388 |
Profit Factor | 2.6695 | 4.5197 | 1.2097 | 1.3085 | 1.2519 | 1.3814 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 3.7373 | 5.9104 | 1.8146 | 1.8319 | 1.6371 | 2.0721 |
Largest Winning Trade | 441589 | 441589 | 76760 | 1029163 | 946807 | 1029163 |
Largest Losing Trade | -41436 | -32808 | -41436 | -772470 | -772470 | -648661 |
Avg Bars in Trades | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Winners | 164 | 141 | 188 | 164 | 141 | 188 |
Avg Bars in Losers | 36 | 42 | 30 | 36 | 42 | 30 |
Bars Traded | 5380 | 2567 | 2813 | 5380 | 2567 | 2813 |
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 | -161811 | 515654 | -320350 | -168065 | -31197 | -21144 |
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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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