Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530384.2844 | 249228.4418 | 281155.8425 | 1050603.8002 | 264760.6552 | 785843.145 |
Total P&L (%) | 530.3843 | 249.2284 | 281.1558 | 1050.6038 | 264.7607 | 785.8431 |
Avg Daily Profit (%) | 0.3583 | 0.1684 | 0.1899 | 0.1652 | 0.0875 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122099 | -112556 | -25787 | -264699 | -264699 | -104065 |
Profit Factor | 2.3324 | 1.7984 | 4.2725 | 1.9264 | 1.3084 | 3.852 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 53.3333 | 36.6667 | 70 | 53.3333 | 36.6667 | 70 |
Ratio Avg Win / Avg Loss | 2.0409 | 3.1064 | 1.8311 | 1.6856 | 2.26 | 1.6509 |
Largest Winning Trade | 183659 | 183659 | 54137 | 326579 | 302685 | 326579 |
Largest Losing Trade | -40764 | -40764 | -25237 | -264699 | -264699 | -101456 |
Avg Bars in Trades | 69 | 72 | 65 | 69 | 72 | 65 |
Avg Bars in Winners | 74 | 60 | 81 | 74 | 60 | 81 |
Avg Bars in Losers | 63 | 79 | 29 | 63 | 79 | 29 |
Bars Traded | 4154 | 2184 | 1970 | 4154 | 2184 | 1970 |
Profit Streak | 0 | 0 | 19.7411 | 0 | 0 | 19.7411 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159235 | 199051 | 644333 | -161669 | -80184 | 514314 |
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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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