Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131220.1175 | 1056818.7293 | 74401.3882 | 2974323.1245 | -1057846.3845 | 4032169.509 |
Total P&L (%) | 1131.2201 | 1056.8187 | 74.4014 | 2974.3231 | -1057.8464 | 4032.1695 |
Avg Daily Profit (%) | 0.4522 | 0.4225 | 0.0297 | 0.137 | 0 | 0.1489 |
Buy And Hold Return (%) | 413.0165 | 413.0165 | 413.0165 | 413.0165 | 413.0165 | 413.0165 |
Max Trade Drawdown | -112487 | -76521 | -49399 | -7205319 | -5551641 | -3285623 |
Profit Factor | 4.0091 | 6.5893 | 1.3982 | 1.1473 | 0.9129 | 1.5005 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.6127 | 13.1785 | 1.3982 | 1.6062 | 1.8257 | 1.5005 |
Largest Winning Trade | 840319 | 840319 | 49931 | 3068190 | 2884976 | 3068190 |
Largest Losing Trade | -26638 | -17781 | -26638 | -1944495 | -1502952 | -1944495 |
Avg Bars in Trades | 122 | 110 | 134 | 122 | 110 | 134 |
Avg Bars in Winners | 234 | 266 | 212 | 234 | 266 | 212 |
Avg Bars in Losers | 43 | 33 | 57 | 43 | 33 | 57 |
Bars Traded | 7373 | 3327 | 4046 | 7373 | 3327 | 4046 |
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 | -163099 | 303677 | -318287 | -244090 | -584529 | 305970 |
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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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