Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1853564.627 | 1834692.6468 | 18871.9802 | 2406737.5529 | 1930212.1271 | 476525.4258 |
Total P&L (%) | 1853.5646 | 1834.6926 | 18.872 | 2406.7376 | 1930.2121 | 476.5254 |
Avg Daily Profit (%) | 0.8897 | 0.8807 | 0.0091 | 0.1548 | 0.1446 | 0.0841 |
Buy And Hold Return (%) | 764.3853 | 764.3853 | 764.3853 | 764.3853 | 764.3853 | 764.3853 |
Max Trade Drawdown | -100176 | -63536 | -77133 | -7829581 | -3162403 | -6079161 |
Profit Factor | 5.0504 | 10.3746 | 1.0721 | 1.132 | 1.2451 | 1.046 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.0705 | 15.5619 | 1.4019 | 1.5847 | 1.8677 | 1.3678 |
Largest Winning Trade | 1438324 | 1438324 | 60615 | 2546129 | 2546129 | 2166652 |
Largest Losing Trade | -34799 | -28851 | -34799 | -3278602 | -1640561 | -3278602 |
Avg Bars in Trades | 396 | 384 | 408 | 396 | 384 | 408 |
Avg Bars in Winners | 722 | 652 | 786 | 722 | 652 | 786 |
Avg Bars in Losers | 164 | 205 | 120 | 164 | 205 | 120 |
Bars Traded | 23802 | 11533 | 12269 | 23802 | 11533 | 12269 |
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 | -159998 | 489855 | -490415 | -246607 | -6172 | -419009 |
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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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