Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704007.8708 | 572218.1366 | 131789.7342 | 619231.1587 | 68682.0901 | 550549.0686 |
Total P&L (%) | 704.0079 | 572.2181 | 131.7897 | 619.2312 | 68.6821 | 550.5491 |
Avg Daily Profit (%) | 0.3647 | 0.2964 | 0.0683 | 0.1023 | 0.0271 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119779 | -74223 | -131134 | -290384 | -248492 | -143815 |
Profit Factor | 2.6033 | 3.6468 | 1.5912 | 1.6142 | 1.1143 | 2.3525 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.6446 | 7.2936 | 1.5912 | 2.2599 | 2.2285 | 2.3525 |
Largest Winning Trade | 478717 | 478717 | 67777 | 165499 | 150408 | 165499 |
Largest Losing Trade | -69369 | -31516 | -69369 | -111259 | -111259 | -72771 |
Avg Bars in Trades | 181 | 132 | 230 | 181 | 132 | 230 |
Avg Bars in Winners | 328 | 265 | 371 | 328 | 265 | 371 |
Avg Bars in Losers | 76 | 66 | 89 | 76 | 66 | 89 |
Bars Traded | 10895 | 3981 | 6913 | 10895 | 3981 | 6913 |
Profit Streak | 0 | 0 | 321.3238 | 0 | 0 | 321.3238 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162608 | 328881 | -97503 | -230001 | -257032 | -57199 |
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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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