Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2324902.8862 | 2281229.3707 | 43673.5155 | 1215607.7986 | 327618.8231 | 887988.9755 |
Total P&L (%) | 2324.9029 | 2281.2294 | 43.6735 | 1215.6078 | 327.6188 | 887.989 |
Avg Daily Profit (%) | 1.0516 | 1.0319 | 0.0198 | 0.1166 | 0.0657 | 0.1037 |
Buy And Hold Return (%) | 475.8176 | 475.8176 | 475.8176 | 475.8176 | 475.8176 | 475.8176 |
Max Trade Drawdown | -117569 | -59406 | -108833 | -1602791 | -1629733 | -830726 |
Profit Factor | 5.1343 | 8.7796 | 1.1623 | 1.1695 | 1.0772 | 1.3029 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 41.6667 | 46.6667 | 36.6667 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 7.1881 | 10.0339 | 2.0076 | 1.6373 | 1.2311 | 2.2505 |
Largest Winning Trade | 2095972 | 2095972 | 58940 | 1506022 | 1506022 | 813018 |
Largest Losing Trade | -50439 | -46434 | -50439 | -1313327 | -1313327 | -610151 |
Avg Bars in Trades | 143 | 151 | 135 | 143 | 151 | 135 |
Avg Bars in Winners | 205 | 192 | 222 | 205 | 192 | 222 |
Avg Bars in Losers | 99 | 116 | 85 | 99 | 116 | 85 |
Bars Traded | 8618 | 4550 | 4068 | 8618 | 4550 | 4068 |
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 | -157175 | 685280 | -378376 | -250400 | -407822 | -65975 |
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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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