Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439561.7611 | 1367446.0777 | 72115.6834 | 2938205.6884 | 644885.8036 | 2293319.8848 |
Total P&L (%) | 1439.5618 | 1367.4461 | 72.1157 | 2938.2057 | 644.8858 | 2293.3199 |
Avg Daily Profit (%) | 0.5756 | 0.5468 | 0.0288 | 0.1366 | 0.0803 | 0.127 |
Buy And Hold Return (%) | 452.7187 | 452.7187 | 452.7187 | 452.7187 | 452.7187 | 452.7187 |
Max Trade Drawdown | -105187 | -73399 | -76074 | -4516927 | -3240113 | -2071469 |
Profit Factor | 4.2279 | 7.1488 | 1.3226 | 1.2591 | 1.0956 | 1.499 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 33.3333 | 30 | 36.6667 | 33.3333 | 30 | 36.6667 |
Ratio Avg Win / Avg Loss | 8.4559 | 16.6805 | 2.2844 | 2.5183 | 2.5565 | 2.5891 |
Largest Winning Trade | 988576 | 988576 | 56592 | 2876430 | 2876430 | 2371805 |
Largest Losing Trade | -40917 | -30337 | -40917 | -1345118 | -1345118 | -1143715 |
Avg Bars in Trades | 244 | 221 | 268 | 244 | 221 | 268 |
Avg Bars in Winners | 456 | 446 | 463 | 456 | 446 | 463 |
Avg Bars in Losers | 138 | 124 | 154 | 138 | 124 | 154 |
Bars Traded | 14678 | 6638 | 8040 | 14678 | 6638 | 8040 |
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 | -164733 | 310019 | -324037 | -189919 | -241044 | -27113 |
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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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