Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104666.8319 | 954413.9575 | 150252.8744 | 884194.5915 | 323049.4068 | 561145.1846 |
Total P&L (%) | 1104.6668 | 954.414 | 150.2529 | 884.1946 | 323.0494 | 561.1452 |
Avg Daily Profit (%) | 0.5958 | 0.5148 | 0.081 | 0.1234 | 0.0778 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121446 | -82702 | -79569 | -1621028 | -875821 | -1172896 |
Profit Factor | 4.1304 | 5.8942 | 1.9517 | 1.2117 | 1.1499 | 1.2776 |
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 | 4.1304 | 6.7362 | 1.7077 | 1.2117 | 1.3142 | 1.1179 |
Largest Winning Trade | 960057 | 960057 | 67203 | 1157559 | 1157559 | 742104 |
Largest Losing Trade | -58418 | -42203 | -58418 | -984115 | -616091 | -984115 |
Avg Bars in Trades | 87 | 83 | 91 | 87 | 83 | 91 |
Avg Bars in Winners | 118 | 98 | 136 | 118 | 98 | 136 |
Avg Bars in Losers | 56 | 70 | 40 | 56 | 70 | 40 |
Bars Traded | 5237 | 2496 | 2741 | 5237 | 2496 | 2741 |
Profit Streak | 0 | 62.3111 | 0 | 0 | 62.3111 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154921 | 677146 | -80657 | -201795 | -145007 | -56152 |
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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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