Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949408.3546 | 914720.7022 | 34687.6525 | 521363.5621 | 436403.8326 | 84959.7295 |
Total P&L (%) | 949.4084 | 914.7207 | 34.6877 | 521.3636 | 436.4038 | 84.9597 |
Avg Daily Profit (%) | 0.5142 | 0.4954 | 0.0188 | 0.099 | 0.091 | 0.0333 |
Buy And Hold Return (%) | 118.5165 | 118.5165 | 118.5165 | 118.5165 | 118.5165 | 118.5165 |
Max Trade Drawdown | -115844 | -48860 | -76924 | -867838 | -506230 | -386480 |
Profit Factor | 2.7314 | 5.886 | 1.096 | 1.2862 | 1.5301 | 1.0851 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.7314 | 6.7269 | 0.959 | 1.2862 | 1.7487 | 0.9495 |
Largest Winning Trade | 665955 | 665955 | 76068 | 291633 | 291633 | 250987 |
Largest Losing Trade | -66743 | -38997 | -66743 | -445761 | -445761 | -277760 |
Avg Bars in Trades | 179 | 175 | 184 | 179 | 175 | 184 |
Avg Bars in Winners | 267 | 259 | 275 | 267 | 259 | 275 |
Avg Bars in Losers | 91 | 102 | 79 | 91 | 102 | 79 |
Bars Traded | 10791 | 5268 | 5523 | 10791 | 5268 | 5523 |
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 | -157565 | 635877 | -449691 | -235785 | -72708 | -442368 |
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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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