Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243711.3396 | 1202292.1157 | 41419.2239 | 1475817.3602 | 1290509.45 | 185307.9102 |
Total P&L (%) | 1243.7113 | 1202.2921 | 41.4192 | 1475.8174 | 1290.5095 | 185.3079 |
Avg Daily Profit (%) | 0.6859 | 0.663 | 0.0228 | 0.1522 | 0.1453 | 0.0578 |
Buy And Hold Return (%) | 541.7601 | 541.7601 | 541.7601 | 541.7601 | 541.7601 | 541.7601 |
Max Trade Drawdown | -86622 | -89764 | -55555 | -949567 | -796827 | -694679 |
Profit Factor | 3.9073 | 6.3565 | 1.2037 | 1.4405 | 1.786 | 1.1085 |
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 | 5.8609 | 10.9794 | 1.5741 | 2.1608 | 3.085 | 1.4495 |
Largest Winning Trade | 781818 | 781818 | 59002 | 1034595 | 1034595 | 469682 |
Largest Losing Trade | -37859 | -37859 | -37680 | -410402 | -410402 | -357345 |
Avg Bars in Trades | 172 | 159 | 185 | 172 | 159 | 185 |
Avg Bars in Winners | 297 | 292 | 301 | 297 | 292 | 301 |
Avg Bars in Losers | 89 | 81 | 97 | 89 | 81 | 97 |
Bars Traded | 10345 | 4771 | 5574 | 10345 | 4771 | 5574 |
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 | -163400 | 355086 | -330161 | -171340 | -4887 | -385314 |
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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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