Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525324.7016 | 572362.1064 | -47037.4049 | -129342.969 | 186085.3202 | -315428.2892 |
Total P&L (%) | 525.3247 | 572.3621 | -47.0374 | -129.343 | 186.0853 | -315.4283 |
Avg Daily Profit (%) | 0.2793 | 0.3043 | -0.025 | 0 | 0.0559 | 0 |
Buy And Hold Return (%) | 289.691 | 289.691 | 289.691 | 289.691 | 289.691 | 289.691 |
Max Trade Drawdown | -176810 | -113301 | -188503 | -322628 | -23882 | -328846 |
Profit Factor | 1.9749 | 3.0696 | 0.8207 | 0.6706 | 4.3761 | 0.0655 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 27 | 18 | 9 |
Losing Trades | 25 | 14 | 11 | 33 | 12 | 21 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 45 | 60 | 30 |
Ratio Avg Win / Avg Loss | 1.4107 | 2.6859 | 0.4751 | 0.8196 | 2.9174 | 0.1528 |
Largest Winning Trade | 375179 | 375179 | 24220 | 132738 | 132738 | 13417 |
Largest Losing Trade | -104610 | -58855 | -104610 | -151527 | -23380 | -151527 |
Avg Bars in Trades | 89 | 115 | 63 | 89 | 115 | 63 |
Avg Bars in Winners | 86 | 95 | 79 | 91 | 118 | 37 |
Avg Bars in Losers | 93 | 138 | 35 | 87 | 111 | 74 |
Bars Traded | 5363 | 3464 | 1899 | 5363 | 3464 | 1899 |
Profit Streak | 157.583 | 157.583 | 368.583 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167784 | 327322 | -577716 | -756222 | -275468 | -588603 |
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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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