Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429571.4594 | 165271.7677 | 264299.6917 | 1333474.5197 | 418630.1189 | 914844.4007 |
Total P&L (%) | 429.5715 | 165.2718 | 264.2997 | 1333.4745 | 418.6301 | 914.8444 |
Avg Daily Profit (%) | 0.2909 | 0.1119 | 0.179 | 0.1805 | 0.1115 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65896 | -42743 | -51092 | -306537 | -219782 | -303402 |
Profit Factor | 2.5957 | 2.2923 | 2.8702 | 1.8618 | 1.5822 | 2.1046 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2712 | 2.2923 | 2.1949 | 1.6291 | 1.5822 | 1.6094 |
Largest Winning Trade | 99297 | 99297 | 68639 | 595740 | 236945 | 595740 |
Largest Losing Trade | -51092 | -30017 | -51092 | -160329 | -160329 | -153208 |
Avg Bars in Trades | 140 | 61 | 220 | 140 | 61 | 220 |
Avg Bars in Winners | 191 | 60 | 306 | 191 | 60 | 306 |
Avg Bars in Losers | 83 | 63 | 106 | 83 | 63 | 106 |
Bars Traded | 8455 | 1855 | 6600 | 8455 | 1855 | 6600 |
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 | -159719 | -39260 | 494559 | -161663 | -41226 | 449622 |
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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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