Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765326.2605 | 703017.0006 | 62309.26 | 1081043.4611 | 891036.4394 | 190007.0217 |
Total P&L (%) | 765.3263 | 703.017 | 62.3093 | 1081.0435 | 891.0364 | 190.007 |
Avg Daily Profit (%) | 0.4156 | 0.3817 | 0.0338 | 0.1342 | 0.1246 | 0.0578 |
Buy And Hold Return (%) | 118.486 | 118.486 | 118.486 | 118.486 | 118.486 | 118.486 |
Max Trade Drawdown | -75719 | -86120 | -49382 | -321108 | -316494 | -173858 |
Profit Factor | 3.2989 | 5.4971 | 1.3529 | 1.8542 | 2.5941 | 1.2689 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 35 | 30 | 40 | 35 | 30 | 40 |
Ratio Avg Win / Avg Loss | 6.1265 | 12.8265 | 2.0293 | 3.4435 | 6.0528 | 1.9034 |
Largest Winning Trade | 620452 | 620452 | 52593 | 469959 | 469959 | 322617 |
Largest Losing Trade | -26274 | -26274 | -25899 | -143638 | -83477 | -143638 |
Avg Bars in Trades | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Winners | 190 | 184 | 195 | 190 | 184 | 195 |
Avg Bars in Losers | 30 | 39 | 18 | 30 | 39 | 18 |
Bars Traded | 5177 | 2494 | 2683 | 5177 | 2494 | 2683 |
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 | -163784 | 331706 | -315891 | -189612 | -29113 | -128162 |
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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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