Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974854.9205 | 853752.7206 | 121102.1999 | 7410260.8578 | 4978083.0351 | 2432177.8227 |
Total P&L (%) | 974.8549 | 853.7527 | 121.1022 | 7410.2609 | 4978.083 | 2432.1778 |
Avg Daily Profit (%) | 0.3898 | 0.3414 | 0.0484 | 0.1728 | 0.1572 | 0.1293 |
Buy And Hold Return (%) | 338.3036 | 338.3036 | 338.3036 | 338.3036 | 338.3036 | 338.3036 |
Max Trade Drawdown | -72838 | -58434 | -32957 | -7900517 | -5776452 | -3449229 |
Profit Factor | 3.678 | 4.6087 | 1.9503 | 1.375 | 1.372 | 1.3811 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.2183 | 4.0326 | 1.7065 | 1.2031 | 1.2005 | 1.2085 |
Largest Winning Trade | 540618 | 540618 | 44106 | 5139255 | 5139255 | 2577983 |
Largest Losing Trade | -30254 | -30254 | -29814 | -3486330 | -3486330 | -2038930 |
Avg Bars in Trades | 159 | 254 | 64 | 159 | 254 | 64 |
Avg Bars in Winners | 176 | 272 | 80 | 176 | 272 | 80 |
Avg Bars in Losers | 139 | 232 | 47 | 139 | 232 | 47 |
Bars Traded | 9570 | 7624 | 1945 | 9570 | 7624 | 1945 |
Profit Streak | 0 | 120.7631 | 0 | 0 | 120.7631 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159798 | 510085 | -289932 | -164720 | 329226 | -19027 |
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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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