Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1999261.3296 | 1874946.9997 | 124314.3299 | 8426276.9799 | 3956301.5847 | 4469975.3952 |
Total P&L (%) | 1999.2613 | 1874.947 | 124.3143 | 8426.277 | 3956.3016 | 4469.9754 |
Avg Daily Profit (%) | 0.8814 | 0.8266 | 0.0548 | 0.1962 | 0.1634 | 0.1686 |
Buy And Hold Return (%) | 336.8932 | 336.8932 | 336.8932 | 336.8932 | 336.8932 | 336.8932 |
Max Trade Drawdown | -89813 | -60385 | -88683 | -8721866 | -4442674 | -6960228 |
Profit Factor | 5.4474 | 10.6745 | 1.4861 | 1.3838 | 1.4533 | 1.338 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 6.658 | 16.0118 | 1.4861 | 1.6913 | 2.1799 | 1.338 |
Largest Winning Trade | 1464267 | 1464267 | 55808 | 4433811 | 3153678 | 4433811 |
Largest Losing Trade | -45693 | -45693 | -36042 | -3497813 | -1725738 | -3497813 |
Avg Bars in Trades | 217 | 196 | 238 | 217 | 196 | 238 |
Avg Bars in Winners | 302 | 292 | 310 | 302 | 292 | 310 |
Avg Bars in Losers | 148 | 132 | 167 | 148 | 132 | 167 |
Bars Traded | 13055 | 5890 | 7165 | 13055 | 5890 | 7165 |
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 | -154794 | 605682 | -284338 | -165731 | 213118 | 289373 |
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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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