Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870075.9315 | 780706.3005 | 89369.631 | 2536225.5475 | 1945523.7427 | 590701.8047 |
Total P&L (%) | 870.0759 | 780.7063 | 89.3696 | 2536.2255 | 1945.5237 | 590.7018 |
Avg Daily Profit (%) | 0.4725 | 0.424 | 0.0485 | 0.1779 | 0.1641 | 0.105 |
Buy And Hold Return (%) | 177.7136 | 177.7136 | 177.7136 | 177.7136 | 177.7136 | 177.7136 |
Max Trade Drawdown | -76539 | -56977 | -46847 | -627158 | -181849 | -631024 |
Profit Factor | 3.4937 | 5.8839 | 1.4727 | 2.5684 | 4.3453 | 1.5704 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 4.5687 | 6.7244 | 2.2091 | 3.3587 | 4.9661 | 2.3557 |
Largest Winning Trade | 593936 | 593936 | 59008 | 907623 | 806970 | 907623 |
Largest Losing Trade | -35462 | -25264 | -35462 | -568541 | -123233 | -568541 |
Avg Bars in Trades | 177 | 176 | 179 | 177 | 176 | 179 |
Avg Bars in Winners | 307 | 270 | 349 | 307 | 270 | 349 |
Avg Bars in Losers | 78 | 94 | 65 | 78 | 94 | 65 |
Bars Traded | 10668 | 5296 | 5372 | 10668 | 5296 | 5372 |
Profit Streak | 84.93 | 149.43 | 0 | 84.93 | 149.43 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159910 | 581094 | -295556 | -162788 | 527916 | -56290 |
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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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