Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527307.3508 | 499329.1122 | 27978.2387 | 595650.2786 | 938449.4138 | -342799.1352 |
Total P&L (%) | 527.3074 | 499.3291 | 27.9782 | 595.6503 | 938.4494 | -342.7991 |
Avg Daily Profit (%) | 0.2897 | 0.2744 | 0.0154 | 0.1066 | 0.1287 | 0 |
Buy And Hold Return (%) | 304.6791 | 304.6791 | 304.6791 | 304.6791 | 304.6791 | 304.6791 |
Max Trade Drawdown | -102129 | -56488 | -118044 | -831228 | -263989 | -922607 |
Profit Factor | 2.1516 | 4.4802 | 1.089 | 1.2663 | 2.5316 | 0.7889 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 58.3333 | 63.3333 | 53.3333 | 58.3333 | 63.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5368 | 2.5938 | 0.9529 | 0.9045 | 1.4657 | 0.6903 |
Largest Winning Trade | 287149 | 287149 | 50813 | 257169 | 257169 | 194928 |
Largest Losing Trade | -58465 | -30748 | -58465 | -307049 | -107532 | -307049 |
Avg Bars in Trades | 173 | 174 | 171 | 173 | 174 | 171 |
Avg Bars in Winners | 187 | 168 | 209 | 187 | 168 | 209 |
Avg Bars in Losers | 153 | 185 | 128 | 153 | 185 | 128 |
Bars Traded | 10394 | 5235 | 5159 | 10394 | 5235 | 5159 |
Profit Streak | 87.2774 | 214.444 | 87.2774 | 87.2774 | 214.444 | 87.2774 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166843 | 338875 | -461456 | -230248 | -17114 | -579835 |
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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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