Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773961.7981 | 647862.0958 | 126099.7023 | 1261194.0268 | 194664.0708 | 1066529.956 |
Total P&L (%) | 773.9618 | 647.8621 | 126.0997 | 1261.194 | 194.6641 | 1066.53 |
Avg Daily Profit (%) | 0.3203 | 0.2681 | 0.0522 | 0.1081 | 0.0447 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99020 | -60875 | -116224 | -1074279 | -732086 | -390871 |
Profit Factor | 2.468 | 3.4305 | 1.4838 | 1.3493 | 1.0916 | 1.7176 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.9703 | 6.861 | 1.9403 | 2.1706 | 2.1832 | 2.2461 |
Largest Winning Trade | 330477 | 330477 | 71939 | 760161 | 498225 | 760161 |
Largest Losing Trade | -42478 | -31868 | -42478 | -401882 | -401882 | -252143 |
Avg Bars in Trades | 117 | 99 | 134 | 117 | 99 | 134 |
Avg Bars in Winners | 203 | 176 | 224 | 203 | 176 | 224 |
Avg Bars in Losers | 63 | 61 | 66 | 63 | 61 | 66 |
Bars Traded | 7035 | 2992 | 4043 | 7035 | 2992 | 4043 |
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 | -164545 | 311454 | -123556 | -225078 | -258333 | -56167 |
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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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