Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758251.8189 | 1702697.2365 | 55554.5824 | 740298.1884 | 2219944.7917 | -1479646.6033 |
Total P&L (%) | 1758.2518 | 1702.6972 | 55.5546 | 740.2982 | 2219.9448 | -1479.6466 |
Avg Daily Profit (%) | 0.9821 | 0.9511 | 0.031 | 0.119 | 0.1758 | 0 |
Buy And Hold Return (%) | 256.1562 | 256.1562 | 256.1562 | 256.1562 | 256.1562 | 256.1562 |
Max Trade Drawdown | -200893 | -230364 | -54164 | -6157607 | -5507560 | -3388577 |
Profit Factor | 4.4254 | 5.8435 | 1.3434 | 1.0659 | 1.3226 | 0.6603 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 46.6667 | 33.3333 | 60 | 46.6667 | 33.3333 | 60 |
Ratio Avg Win / Avg Loss | 5.0576 | 11.687 | 0.8956 | 1.2181 | 2.6452 | 0.4402 |
Largest Winning Trade | 1551283 | 1551283 | 43510 | 6218195 | 6218195 | 783770 |
Largest Losing Trade | -54627 | -45068 | -54627 | -2075341 | -1283259 | -2075341 |
Avg Bars in Trades | 83 | 132 | 33 | 83 | 132 | 33 |
Avg Bars in Winners | 90 | 180 | 40 | 90 | 180 | 40 |
Avg Bars in Losers | 76 | 109 | 22 | 76 | 109 | 22 |
Bars Traded | 4980 | 3986 | 994 | 4980 | 3986 | 994 |
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 | -154189 | 538069 | -317279 | -359837 | 94848 | -579529 |
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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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