Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746065.6949 | 802303.3964 | -56237.7014 | 22515.2611 | 379262.7117 | -356747.4506 |
Total P&L (%) | 746.0657 | 802.3034 | -56.2377 | 22.5153 | 379.2627 | -356.7475 |
Avg Daily Profit (%) | 0.2977 | 0.3201 | -0.0224 | 0.0081 | 0.0625 | 0 |
Buy And Hold Return (%) | 292.3126 | 292.3126 | 292.3126 | 292.3126 | 292.3126 | 292.3126 |
Max Trade Drawdown | -134874 | -101496 | -115147 | -799841 | -453223 | -545756 |
Profit Factor | 2.5102 | 4.5663 | 0.791 | 1.015 | 1.5713 | 0.5755 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.5142 | 7.8872 | 0.904 | 1.421 | 2.714 | 0.6577 |
Largest Winning Trade | 785677 | 785677 | 38379 | 743810 | 743810 | 212031 |
Largest Losing Trade | -66582 | -25782 | -66582 | -476188 | -127970 | -476188 |
Avg Bars in Trades | 161 | 151 | 171 | 161 | 151 | 171 |
Avg Bars in Winners | 265 | 261 | 269 | 265 | 261 | 269 |
Avg Bars in Losers | 86 | 87 | 86 | 86 | 87 | 86 |
Bars Traded | 9676 | 4532 | 5144 | 9676 | 4532 | 5144 |
Profit Streak | 83.6251 | 335.6251 | 0 | 83.6251 | 335.6251 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166311 | 335333 | -582121 | -728303 | -183683 | -582121 |
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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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