Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160402.1606 | 1018352.4414 | 142049.7192 | 1471655.556 | 831482.0618 | 640173.4942 |
Total P&L (%) | 1160.4022 | 1018.3524 | 142.0497 | 1471.6556 | 831.4821 | 640.1735 |
Avg Daily Profit (%) | 0.4853 | 0.4259 | 0.0594 | 0.1153 | 0.0934 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84184 | -57744 | -60681 | -3412350 | -1663271 | -2250735 |
Profit Factor | 3.5686 | 4.9873 | 1.7234 | 1.1902 | 1.2065 | 1.1725 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 4.9961 | 6.5219 | 2.5851 | 1.6663 | 1.5778 | 1.7587 |
Largest Winning Trade | 892121 | 892121 | 56927 | 1716758 | 1258712 | 1716758 |
Largest Losing Trade | -50740 | -40014 | -50740 | -2180637 | -1013281 | -2180637 |
Avg Bars in Trades | 112 | 94 | 130 | 112 | 94 | 130 |
Avg Bars in Winners | 199 | 153 | 249 | 199 | 153 | 249 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 6762 | 2839 | 3923 | 6762 | 2839 | 3923 |
Profit Streak | 33.8124 | 35.8124 | 0 | 33.8124 | 35.8124 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159255 | 563660 | -114262 | -225361 | -69360 | -114344 |
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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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