Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676871.6842 | 1523655.5124 | 153216.1718 | 1087033.3369 | 167630.1159 | 919403.221 |
Total P&L (%) | 1676.8717 | 1523.6555 | 153.2162 | 1087.0333 | 167.6301 | 919.4032 |
Avg Daily Profit (%) | 0.9311 | 0.846 | 0.0851 | 0.1375 | 0.0547 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103481 | -32720 | -87470 | -223783 | -163049 | -163873 |
Profit Factor | 6.7308 | 13.4197 | 1.9017 | 1.9225 | 1.2584 | 2.7354 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 5.507 | 13.4197 | 1.2678 | 1.5729 | 1.2584 | 1.8236 |
Largest Winning Trade | 1510296 | 1510296 | 86753 | 336643 | 211900 | 336643 |
Largest Losing Trade | -87470 | -18173 | -87470 | -163873 | -135012 | -163873 |
Avg Bars in Trades | 52 | 31 | 74 | 52 | 31 | 74 |
Avg Bars in Winners | 76 | 43 | 103 | 76 | 43 | 103 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 3170 | 946 | 2224 | 3170 | 946 | 2224 |
Profit Streak | 0 | 0 | 277.6824 | 0 | 0 | 277.6824 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151043 | 780720 | -74234 | -178303 | -120123 | -12526 |
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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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