Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421217.9953 | 357084.9753 | 64133.0201 | 89578.8545 | -332137.1106 | 421715.9651 |
Total P&L (%) | 421.218 | 357.085 | 64.133 | 89.5789 | -332.1371 | 421.716 |
Avg Daily Profit (%) | 0.223 | 0.189 | 0.034 | 0.0339 | 0 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162447 | -112931 | -123633 | -1372063 | -1206600 | -862241 |
Profit Factor | 1.8318 | 2.3063 | 1.2752 | 1.0317 | 0.7944 | 1.3476 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0935 | 3.4594 | 1.1158 | 1.179 | 1.1916 | 1.1792 |
Largest Winning Trade | 312438 | 312438 | 62172 | 436845 | 436845 | 354002 |
Largest Losing Trade | -57303 | -34019 | -57303 | -405518 | -405518 | -360324 |
Avg Bars in Trades | 60 | 49 | 71 | 60 | 49 | 71 |
Avg Bars in Winners | 65 | 50 | 77 | 65 | 50 | 77 |
Avg Bars in Losers | 56 | 49 | 66 | 56 | 49 | 66 |
Bars Traded | 3647 | 1490 | 2157 | 3647 | 1490 | 2157 |
Profit Streak | 48.1035 | 48.1035 | 73.6035 | 48.1035 | 48.1035 | 73.6035 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162513 | 307559 | -147054 | -507150 | -582486 | -74836 |
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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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