Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653294.4011 | 543050.0945 | 110244.3067 | 871091.7859 | 364289.9965 | 506801.7893 |
Total P&L (%) | 653.2944 | 543.0501 | 110.2443 | 871.0918 | 364.29 | 506.8018 |
Avg Daily Profit (%) | 0.3472 | 0.2886 | 0.0586 | 0.1209 | 0.0816 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82810 | -69737 | -50037 | -568996 | -500024 | -255207 |
Profit Factor | 2.994 | 4.1762 | 1.7037 | 1.4209 | 1.3398 | 1.508 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50 | 40 | 60 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 2.994 | 6.2643 | 1.1358 | 1.4209 | 2.0097 | 1.0053 |
Largest Winning Trade | 497917 | 497917 | 58017 | 489206 | 489206 | 366406 |
Largest Losing Trade | -35312 | -35312 | -34892 | -249679 | -249679 | -204980 |
Avg Bars in Trades | 92 | 80 | 103 | 92 | 80 | 103 |
Avg Bars in Winners | 133 | 126 | 138 | 133 | 126 | 138 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 5529 | 2415 | 3114 | 5529 | 2415 | 3114 |
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 | -158485 | 433780 | -111321 | -203889 | -86467 | -61963 |
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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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