Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630179.2215 | 492605.4314 | 137573.7902 | 2551890.7572 | 1040694.5647 | 1511196.1925 |
Total P&L (%) | 630.1792 | 492.6054 | 137.5738 | 2551.8908 | 1040.6946 | 1511.1962 |
Avg Daily Profit (%) | 0.3539 | 0.2766 | 0.0773 | 0.1842 | 0.1368 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54118 | -39290 | -80359 | -2066421 | -1047965 | -1018456 |
Profit Factor | 2.5067 | 3.9475 | 1.5479 | 1.5918 | 1.5307 | 1.6428 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0638 | 4.5114 | 2.0241 | 1.9456 | 1.7494 | 2.1483 |
Largest Winning Trade | 172531 | 172531 | 78219 | 1394067 | 784386 | 1394067 |
Largest Losing Trade | -39922 | -23039 | -39922 | -720482 | -433713 | -720482 |
Avg Bars in Trades | 173 | 155 | 191 | 173 | 155 | 191 |
Avg Bars in Winners | 289 | 247 | 335 | 289 | 247 | 335 |
Avg Bars in Losers | 77 | 74 | 81 | 77 | 74 | 81 |
Bars Traded | 10392 | 4651 | 5741 | 10392 | 4651 | 5741 |
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 | -161313 | 502387 | -89732 | -164562 | -8749 | 292831 |
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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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