Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031502.82 | 1097824.8734 | -66322.0534 | 123757.2496 | 1372151.6093 | -1248394.3597 |
Total P&L (%) | 1031.5028 | 1097.8249 | -66.3221 | 123.7573 | 1372.1516 | -1248.3944 |
Avg Daily Profit (%) | 0.5641 | 0.6004 | -0.0363 | 0.0441 | 0.1472 | 0 |
Buy And Hold Return (%) | 489.4693 | 489.4693 | 489.4693 | 489.4693 | 489.4693 | 489.4693 |
Max Trade Drawdown | -198180 | -100905 | -110264 | -1916666 | -897524 | -1569520 |
Profit Factor | 2.2873 | 3.6833 | 0.8309 | 1.0207 | 1.4506 | 0.5752 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 49.1667 | 51.6667 | 46.6667 | 49.1667 | 51.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3648 | 3.4457 | 0.9496 | 1.0553 | 1.357 | 0.6574 |
Largest Winning Trade | 598275 | 598275 | 74717 | 1431899 | 1431899 | 323511 |
Largest Losing Trade | -58861 | -58861 | -52630 | -409125 | -409125 | -339960 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3501 | 1670 | 1831 | 3501 | 1670 | 1831 |
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 | 345733 | -155666 | -751254 | -497349 | -167110 | -751254 |
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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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