Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727404.0898 | 1588018.7991 | 139385.2908 | 2320657.3074 | 742974.6481 | 1577682.6593 |
Total P&L (%) | 1727.4041 | 1588.0188 | 139.3853 | 2320.6573 | 742.9746 | 1577.6827 |
Avg Daily Profit (%) | 0.9292 | 0.8542 | 0.075 | 0.1716 | 0.1147 | 0.1518 |
Buy And Hold Return (%) | 58.3137 | 58.3137 | 58.3137 | 58.3137 | 58.3137 | 58.3137 |
Max Trade Drawdown | -94171 | -61980 | -70334 | -1353685 | -901678 | -803423 |
Profit Factor | 5.314 | 9.866 | 1.6298 | 1.4055 | 1.246 | 1.5836 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 56.6667 | 46.6667 | 66.6667 | 56.6667 | 46.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 4.0636 | 11.2755 | 0.8149 | 1.0748 | 1.424 | 0.7918 |
Largest Winning Trade | 1471175 | 1471175 | 59932 | 1105507 | 1105507 | 918507 |
Largest Losing Trade | -70334 | -43346 | -70334 | -813319 | -813319 | -803423 |
Avg Bars in Trades | 360 | 284 | 435 | 360 | 284 | 435 |
Avg Bars in Winners | 405 | 349 | 445 | 405 | 349 | 445 |
Avg Bars in Losers | 300 | 228 | 416 | 300 | 228 | 416 |
Bars Traded | 21619 | 8543 | 13076 | 21619 | 8543 | 13076 |
Profit Streak | 58.1488 | 58.1488 | 75.8155 | 58.1488 | 58.1488 | 75.8155 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149875 | 769551 | -93740 | -162655 | -40021 | 390752 |
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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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