Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846878.915 | 751381.5529 | 95497.3621 | 2468255.0529 | 2151324.3238 | 316930.7291 |
Total P&L (%) | 846.8789 | 751.3816 | 95.4974 | 2468.2551 | 2151.3243 | 316.9307 |
Avg Daily Profit (%) | 0.4574 | 0.4058 | 0.0516 | 0.1754 | 0.1683 | 0.0771 |
Buy And Hold Return (%) | 57.9608 | 57.9608 | 57.9608 | 57.9608 | 57.9608 | 57.9608 |
Max Trade Drawdown | -68874 | -69885 | -62104 | -558064 | -240262 | -618289 |
Profit Factor | 3.0865 | 5.0307 | 1.4351 | 2.3462 | 4.5214 | 1.2592 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 53.3333 | 56.6667 | 50 | 53.3333 | 56.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.7007 | 3.847 | 1.4351 | 2.0529 | 3.4576 | 1.2592 |
Largest Winning Trade | 544409 | 544409 | 63626 | 849595 | 849595 | 630309 |
Largest Losing Trade | -41901 | -41901 | -30601 | -558064 | -137500 | -558064 |
Avg Bars in Trades | 86 | 93 | 78 | 86 | 93 | 78 |
Avg Bars in Winners | 114 | 124 | 104 | 114 | 124 | 104 |
Avg Bars in Losers | 53 | 54 | 53 | 53 | 54 | 53 |
Bars Traded | 5175 | 2816 | 2359 | 5175 | 2816 | 2359 |
Profit Streak | 0 | 0 | 85.9106 | 0 | 0 | 85.9106 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156933 | 663506 | -131858 | -160771 | 576996 | -90634 |
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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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