Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2926452.4705 | 2880060.9547 | 46391.5157 | 737993.7543 | 333115.8357 | 404877.9186 |
Total P&L (%) | 2926.4525 | 2880.061 | 46.3915 | 737.9938 | 333.1158 | 404.8779 |
Avg Daily Profit (%) | 1.3127 | 1.2919 | 0.0208 | 0.0954 | 0.0658 | 0.0727 |
Buy And Hold Return (%) | 157.7665 | 157.7665 | 157.7665 | 157.7665 | 157.7665 | 157.7665 |
Max Trade Drawdown | -163956 | -113535 | -79227 | -3070426 | -2277342 | -1006894 |
Profit Factor | 8.5875 | 14.3842 | 1.2721 | 1.1555 | 1.1049 | 1.2578 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 8.0335 | 16.4391 | 0.9728 | 1.0809 | 1.2627 | 0.9619 |
Largest Winning Trade | 2955586 | 2955586 | 44879 | 2535514 | 2535514 | 752956 |
Largest Losing Trade | -56135 | -56135 | -29378 | -1754895 | -1754895 | -330819 |
Avg Bars in Trades | 98 | 151 | 45 | 98 | 151 | 45 |
Avg Bars in Winners | 119 | 184 | 66 | 119 | 184 | 66 |
Avg Bars in Losers | 75 | 122 | 18 | 75 | 122 | 18 |
Bars Traded | 5909 | 4535 | 1374 | 5909 | 4535 | 1374 |
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 | -151144 | 747987 | -331774 | -289598 | -217767 | -100452 |
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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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