Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709251.2224 | 1651182.8049 | 58068.4175 | 2141718.8465 | 1441971.5854 | 699747.2611 |
Total P&L (%) | 1709.2512 | 1651.1828 | 58.0684 | 2141.7188 | 1441.9716 | 699.7473 |
Avg Daily Profit (%) | 0.7559 | 0.7302 | 0.0257 | 0.1376 | 0.121 | 0.092 |
Buy And Hold Return (%) | 313.0841 | 313.0841 | 313.0841 | 313.0841 | 313.0841 | 313.0841 |
Max Trade Drawdown | -100996 | -62502 | -107646 | -2767083 | -1195741 | -1626666 |
Profit Factor | 4.1826 | 8.5351 | 1.1826 | 1.2921 | 1.4509 | 1.1692 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.471 | 8.5351 | 1.3516 | 1.3812 | 1.4509 | 1.3363 |
Largest Winning Trade | 1223212 | 1223212 | 60711 | 1398528 | 1398528 | 1268524 |
Largest Losing Trade | -51508 | -33407 | -51508 | -1247697 | -903406 | -1247697 |
Avg Bars in Trades | 108 | 110 | 107 | 108 | 110 | 107 |
Avg Bars in Winners | 156 | 146 | 167 | 156 | 146 | 167 |
Avg Bars in Losers | 64 | 73 | 55 | 64 | 73 | 55 |
Bars Traded | 6531 | 3300 | 3231 | 6531 | 3300 | 3231 |
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 | -155190 | 716374 | -345308 | -183118 | -31717 | -110773 |
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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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