Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766467.0524 | 751541.6928 | 14925.3596 | 603677.3671 | 639467.9772 | -35790.6101 |
Total P&L (%) | 766.4671 | 751.5417 | 14.9254 | 603.6774 | 639.468 | -35.7906 |
Avg Daily Profit (%) | 0.4216 | 0.4134 | 0.0082 | 0.1074 | 0.1101 | -0.0244 |
Buy And Hold Return (%) | 246.0462 | 246.0462 | 246.0462 | 246.0462 | 246.0462 | 246.0462 |
Max Trade Drawdown | -123492 | -92338 | -49319 | -1119137 | -893256 | -435232 |
Profit Factor | 2.4388 | 3.8168 | 1.0561 | 1.1859 | 1.3658 | 0.9761 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 3.1892 | 4.3621 | 1.5842 | 1.5508 | 1.5609 | 1.4642 |
Largest Winning Trade | 398280 | 398280 | 72789 | 794946 | 794946 | 434434 |
Largest Losing Trade | -40463 | -34600 | -40463 | -407321 | -407321 | -239574 |
Avg Bars in Trades | 88 | 80 | 95 | 88 | 80 | 95 |
Avg Bars in Winners | 148 | 137 | 161 | 148 | 137 | 161 |
Avg Bars in Losers | 42 | 31 | 52 | 42 | 31 | 52 |
Bars Traded | 5295 | 2425 | 2870 | 5295 | 2425 | 2870 |
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 | -164522 | 445765 | -509248 | -244085 | -48786 | -583047 |
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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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