Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5197805.2402 | 5433129.1397 | -235323.8995 | -67168.7143 | 75861.4306 | -143030.1449 |
Total P&L (%) | 5197.8052 | 5433.1291 | -235.3239 | -67.1687 | 75.8614 | -143.0301 |
Avg Daily Profit (%) | 2.6465 | 2.7664 | -0.1198 | -0.0567 | 0.0287 | 0 |
Buy And Hold Return (%) | 2039.8759 | 2039.8759 | 2039.8759 | 2039.8759 | 2039.8759 | 2039.8759 |
Max Trade Drawdown | -243193 | -90756 | -262672 | -108693 | -61696 | -156521 |
Profit Factor | 10.1405 | 27.1091 | 0.3473 | 0.7672 | 1.9516 | 0.315 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 45 | 53.3333 | 36.6667 | 45 | 53.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 12.3939 | 23.7205 | 0.6 | 0.9377 | 1.7076 | 0.5441 |
Largest Winning Trade | 5523700 | 5523700 | 35296 | 120026 | 120026 | 24906 |
Largest Losing Trade | -80412 | -37593 | -80412 | -88553 | -14947 | -88553 |
Avg Bars in Trades | 85 | 93 | 77 | 85 | 93 | 77 |
Avg Bars in Winners | 122 | 131 | 108 | 122 | 131 | 108 |
Avg Bars in Losers | 55 | 50 | 59 | 55 | 50 | 59 |
Bars Traded | 5128 | 2810 | 2318 | 5128 | 2810 | 2318 |
Profit Streak | 607.3933 | 804.0599 | 0 | 607.3933 | 804.0599 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155076 | 767934 | -586010 | -755638 | -315206 | -586010 |
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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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