Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055504.6697 | 1024677.4441 | 30827.2256 | 789362.1174 | -190534.2425 | 979896.3599 |
Total P&L (%) | 1055.5047 | 1024.6774 | 30.8272 | 789.3621 | -190.5342 | 979.8964 |
Avg Daily Profit (%) | 0.5583 | 0.542 | 0.0163 | 0.1157 | 0 | 0.1259 |
Buy And Hold Return (%) | 303.1334 | 303.1334 | 303.1334 | 303.1334 | 303.1334 | 303.1334 |
Max Trade Drawdown | -110557 | -71871 | -65379 | -2559481 | -1900782 | -1416784 |
Profit Factor | 3.4011 | 6.8124 | 1.1171 | 1.1055 | 0.9472 | 1.253 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 5.1016 | 15.8955 | 1.1171 | 1.6582 | 2.2102 | 1.253 |
Largest Winning Trade | 775898 | 775898 | 57658 | 1329177 | 1329177 | 755072 |
Largest Losing Trade | -38187 | -19463 | -38187 | -727205 | -671267 | -727205 |
Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
Avg Bars in Winners | 98 | 102 | 96 | 98 | 102 | 96 |
Avg Bars in Losers | 36 | 27 | 49 | 36 | 27 | 49 |
Bars Traded | 3692 | 1510 | 2182 | 3692 | 1510 | 2182 |
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 | -162744 | 320071 | -428630 | -322708 | -585825 | -27620 |
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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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