Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729371.7697 | 1639243.9972 | 90127.7726 | 1181307.3947 | 669328.7374 | 511978.6573 |
Total P&L (%) | 1729.3718 | 1639.244 | 90.1278 | 1181.3074 | 669.3287 | 511.9787 |
Avg Daily Profit (%) | 0.936 | 0.8872 | 0.0488 | 0.1381 | 0.1105 | 0.0981 |
Buy And Hold Return (%) | 26.5461 | 26.5461 | 26.5461 | 26.5461 | 26.5461 | 26.5461 |
Max Trade Drawdown | -112707 | -107188 | -49992 | -1805822 | -1798140 | -924658 |
Profit Factor | 4.8592 | 7.7165 | 1.4417 | 1.179 | 1.1753 | 1.1841 |
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 | 6.8029 | 15.4329 | 1.4417 | 1.6506 | 2.3506 | 1.1841 |
Largest Winning Trade | 1573233 | 1573233 | 66961 | 2262056 | 2262056 | 896902 |
Largest Losing Trade | -40072 | -34755 | -40072 | -751244 | -555087 | -751244 |
Avg Bars in Trades | 179 | 161 | 197 | 179 | 161 | 197 |
Avg Bars in Winners | 279 | 258 | 294 | 279 | 258 | 294 |
Avg Bars in Losers | 107 | 113 | 100 | 107 | 113 | 100 |
Bars Traded | 10767 | 4848 | 5919 | 10767 | 4848 | 5919 |
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 | -156042 | 548674 | -129625 | -207728 | -78203 | -79613 |
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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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