Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047337.414 | 1014931.4849 | 32405.929 | 575722.517 | -125390.7897 | 701113.3067 |
Total P&L (%) | 1047.3374 | 1014.9315 | 32.4059 | 575.7225 | -125.3908 | 701.1133 |
Avg Daily Profit (%) | 0.556 | 0.5388 | 0.0172 | 0.1015 | 0 | 0.1105 |
Buy And Hold Return (%) | 289.3393 | 289.3393 | 289.3393 | 289.3393 | 289.3393 | 289.3393 |
Max Trade Drawdown | -114466 | -100286 | -91158 | -1318353 | -1197438 | -618824 |
Profit Factor | 3.0961 | 4.981 | 1.1324 | 1.1321 | 0.9532 | 1.4175 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.3346 | 8.6035 | 1.2942 | 1.585 | 1.6464 | 1.62 |
Largest Winning Trade | 693731 | 693731 | 57548 | 896347 | 896347 | 477653 |
Largest Losing Trade | -63773 | -36115 | -63773 | -362968 | -362968 | -316060 |
Avg Bars in Trades | 369 | 325 | 412 | 369 | 325 | 412 |
Avg Bars in Winners | 619 | 590 | 641 | 619 | 590 | 641 |
Avg Bars in Losers | 190 | 172 | 212 | 190 | 172 | 212 |
Bars Traded | 22152 | 9777 | 12375 | 22152 | 9777 | 12375 |
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 | -162582 | 389579 | -411850 | -315128 | -583232 | -48529 |
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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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