Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136405.9831 | 998472.1862 | 137933.797 | 1663478.1228 | 137615.9451 | 1525862.1777 |
Total P&L (%) | 1136.406 | 998.4722 | 137.9338 | 1663.4781 | 137.6159 | 1525.8622 |
Avg Daily Profit (%) | 0.4702 | 0.4131 | 0.0571 | 0.1188 | 0.0358 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86347 | -63983 | -55280 | -2326261 | -1903584 | -1567962 |
Profit Factor | 3.3331 | 5.2096 | 1.552 | 1.1981 | 1.0332 | 1.359 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.9997 | 8.9983 | 2.0295 | 1.7971 | 1.7846 | 1.7771 |
Largest Winning Trade | 666195 | 666195 | 61348 | 1402702 | 1183384 | 1402702 |
Largest Losing Trade | -40366 | -24834 | -40366 | -576386 | -576386 | -503369 |
Avg Bars in Trades | 78 | 66 | 89 | 78 | 66 | 89 |
Avg Bars in Winners | 144 | 123 | 161 | 144 | 123 | 161 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 4684 | 1995 | 2689 | 4684 | 1995 | 2689 |
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 | -160946 | 452702 | -116620 | -213197 | -333212 | -39551 |
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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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