Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1774499.2431 | 1704004.7087 | 70494.5344 | 3694980.8 | 1313752.9462 | 2381227.8539 |
Total P&L (%) | 1774.4992 | 1704.0047 | 70.4945 | 3694.9808 | 1313.7529 | 2381.2279 |
Avg Daily Profit (%) | 0.787 | 0.7557 | 0.0313 | 0.1614 | 0.1175 | 0.1425 |
Buy And Hold Return (%) | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 |
Max Trade Drawdown | -129666 | -65338 | -109983 | -2700420 | -1504631 | -1552944 |
Profit Factor | 4.5839 | 7.4751 | 1.3039 | 1.5785 | 1.3965 | 1.7747 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.7505 | 6.5407 | 0.9971 | 1.2915 | 1.222 | 1.3571 |
Largest Winning Trade | 910712 | 910712 | 57143 | 1462379 | 1461664 | 1462379 |
Largest Losing Trade | -64770 | -64770 | -55624 | -1063500 | -1052657 | -1063500 |
Avg Bars in Trades | 205 | 178 | 231 | 205 | 178 | 231 |
Avg Bars in Winners | 244 | 218 | 268 | 244 | 218 | 268 |
Avg Bars in Losers | 157 | 133 | 182 | 157 | 133 | 182 |
Bars Traded | 12306 | 5361 | 6945 | 12306 | 5361 | 6945 |
Profit Streak | 48.1938 | 0 | 69.5271 | 48.1938 | 0 | 69.5271 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151897 | 769294 | -317082 | -162796 | -35931 | 45680 |
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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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