Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824812.0738 | 696871.9206 | 127940.1532 | 1039380.5904 | -314255.0429 | 1353635.6333 |
Total P&L (%) | 824.8121 | 696.8719 | 127.9402 | 1039.3806 | -314.255 | 1353.6356 |
Avg Daily Profit (%) | 0.4442 | 0.3753 | 0.0689 | 0.1311 | 0 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127947 | -77372 | -58013 | -1861912 | -1067927 | -866345 |
Profit Factor | 2.9727 | 4.2597 | 1.6261 | 1.2238 | 0.8778 | 1.6527 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 33.3333 | 30 | 36.6667 | 33.3333 | 30 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.9453 | 9.9394 | 2.8087 | 2.4475 | 2.0482 | 2.8547 |
Largest Winning Trade | 635680 | 635680 | 66756 | 769885 | 653756 | 769885 |
Largest Losing Trade | -23611 | -23611 | -22096 | -542645 | -542645 | -371261 |
Avg Bars in Trades | 60 | 49 | 71 | 60 | 49 | 71 |
Avg Bars in Winners | 127 | 105 | 146 | 127 | 105 | 146 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 3621 | 1486 | 2135 | 3621 | 1486 | 2135 |
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 | -164457 | 322652 | -103098 | -197110 | -585825 | -2169 |
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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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