Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966285.4652 | 905677.7643 | 60607.7009 | 1292676.621 | 293422.4154 | 999254.2056 |
Total P&L (%) | 966.2855 | 905.6778 | 60.6077 | 1292.6766 | 293.4224 | 999.2542 |
Avg Daily Profit (%) | 0.5149 | 0.4826 | 0.0323 | 0.1404 | 0.073 | 0.1278 |
Buy And Hold Return (%) | 273.3387 | 273.3387 | 273.3387 | 273.3387 | 273.3387 | 273.3387 |
Max Trade Drawdown | -59298 | -80771 | -37136 | -1203989 | -918358 | -749708 |
Profit Factor | 3.4032 | 5.7405 | 1.2872 | 1.2496 | 1.1034 | 1.4269 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.8893 | 8.6108 | 1.1263 | 1.4281 | 1.6551 | 1.2485 |
Largest Winning Trade | 587920 | 587920 | 57732 | 916294 | 916294 | 741588 |
Largest Losing Trade | -59298 | -29358 | -59298 | -563278 | -347781 | -563278 |
Avg Bars in Trades | 87 | 70 | 105 | 87 | 70 | 105 |
Avg Bars in Winners | 127 | 111 | 139 | 127 | 111 | 139 |
Avg Bars in Losers | 53 | 43 | 66 | 53 | 43 | 66 |
Bars Traded | 5275 | 2121 | 3154 | 5275 | 2121 | 3154 |
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 | -160194 | 432798 | -315133 | -181725 | -347981 | -23248 |
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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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