Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2699436.221 | 2492398.7245 | 207037.4965 | 12583980.4144 | 2372410.1721 | 10211570.2423 |
Total P&L (%) | 2699.4362 | 2492.3987 | 207.0375 | 12583.9804 | 2372.4102 | 10211.5702 |
Avg Daily Profit (%) | 1.449 | 1.3379 | 0.1111 | 0.2603 | 0.1723 | 0.2492 |
Buy And Hold Return (%) | 14.3346 | 14.3346 | 14.3346 | 14.3346 | 14.3346 | 14.3346 |
Max Trade Drawdown | -72760 | -99887 | -36752 | -7356734 | -6616227 | -3375889 |
Profit Factor | 9.2327 | 13.8155 | 2.5519 | 1.5591 | 1.1732 | 2.1591 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 9.2327 | 15.7892 | 2.2329 | 1.5591 | 1.3408 | 1.8892 |
Largest Winning Trade | 2320117 | 2320117 | 66125 | 5408719 | 5408719 | 3541756 |
Largest Losing Trade | -36752 | -28729 | -36752 | -3375889 | -2910929 | -3375889 |
Avg Bars in Trades | 365 | 336 | 393 | 365 | 336 | 393 |
Avg Bars in Winners | 511 | 504 | 518 | 511 | 504 | 518 |
Avg Bars in Losers | 218 | 190 | 251 | 218 | 190 | 251 |
Bars Traded | 21916 | 10105 | 11811 | 21916 | 10105 | 11811 |
Profit Streak | 40.5351 | 40.5351 | 87.7018 | 40.5351 | 40.5351 | 87.7018 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149735 | 784973 | -38012 | -160661 | -22590 | 515240 |
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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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