Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838654.8066 | 833095.8946 | 5558.9121 | 402031.7314 | 551856.1458 | -149824.4145 |
Total P&L (%) | 838.6548 | 833.0959 | 5.5589 | 402.0317 | 551.8561 | -149.8244 |
Avg Daily Profit (%) | 0.4642 | 0.4612 | 0.0031 | 0.0894 | 0.1038 | 0 |
Buy And Hold Return (%) | 337.1172 | 337.1172 | 337.1172 | 337.1172 | 337.1172 | 337.1172 |
Max Trade Drawdown | -154203 | -101738 | -95100 | -2024233 | -1684193 | -643759 |
Profit Factor | 2.4659 | 3.6925 | 1.0212 | 1.0864 | 1.192 | 0.9158 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.2247 | 5.5387 | 1.167 | 1.4207 | 1.788 | 1.0467 |
Largest Winning Trade | 500726 | 500726 | 70183 | 1283339 | 1283339 | 629854 |
Largest Losing Trade | -53625 | -53625 | -42635 | -846537 | -846537 | -392807 |
Avg Bars in Trades | 176 | 173 | 179 | 176 | 173 | 179 |
Avg Bars in Winners | 279 | 299 | 263 | 279 | 299 | 263 |
Avg Bars in Losers | 97 | 90 | 105 | 97 | 90 | 105 |
Bars Traded | 10594 | 5216 | 5378 | 10594 | 5216 | 5378 |
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 | -164734 | 339203 | -553074 | -481133 | -75404 | -580455 |
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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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