Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5761246.6718 | 5749421.4998 | 11825.172 | 452021.1198 | 89067.9691 | 362953.1507 |
Total P&L (%) | 5761.2467 | 5749.4215 | 11.8252 | 452.0211 | 89.068 | 362.9532 |
Avg Daily Profit (%) | 2.4278 | 2.4228 | 0.005 | 0.072 | 0.0268 | 0.0646 |
Buy And Hold Return (%) | 470.7621 | 470.7621 | 470.7621 | 470.7621 | 470.7621 | 470.7621 |
Max Trade Drawdown | -206313 | -90432 | -143519 | -579522 | -368101 | -225047 |
Profit Factor | 11.8962 | 21.7618 | 1.047 | 1.2799 | 1.092 | 1.5615 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 17.8442 | 37.5886 | 1.3691 | 1.9199 | 1.8862 | 2.0419 |
Largest Winning Trade | 5794463 | 5794463 | 55975 | 335038 | 310611 | 335038 |
Largest Losing Trade | -78702 | -37615 | -78702 | -193664 | -129907 | -193664 |
Avg Bars in Trades | 75 | 65 | 85 | 75 | 65 | 85 |
Avg Bars in Winners | 128 | 131 | 127 | 128 | 131 | 127 |
Avg Bars in Losers | 40 | 28 | 53 | 40 | 28 | 53 |
Bars Traded | 4545 | 1979 | 2566 | 4545 | 1979 | 2566 |
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 | -154559 | 643329 | -523452 | -439151 | -446252 | -272298 |
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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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