Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448009.4131 | 515370.5069 | -67361.0938 | 16150.3302 | 754375.0139 | -738224.6838 |
Total P&L (%) | 448.0094 | 515.3705 | -67.3611 | 16.1503 | 754.375 | -738.2247 |
Avg Daily Profit (%) | 0.2477 | 0.2849 | -0.0372 | 0.0083 | 0.1187 | 0 |
Buy And Hold Return (%) | 185.8219 | 185.8219 | 185.8219 | 185.8219 | 185.8219 | 185.8219 |
Max Trade Drawdown | -185239 | -104557 | -115106 | -1070684 | -561495 | -765999 |
Profit Factor | 1.7702 | 3.0668 | 0.7973 | 1.0068 | 1.7525 | 0.4632 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 38.3333 | 43.3333 | 33.3333 | 38.3333 | 43.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.8477 | 4.0104 | 1.5946 | 1.6196 | 2.2918 | 0.9264 |
Largest Winning Trade | 254061 | 254061 | 63329 | 498819 | 498819 | 146585 |
Largest Losing Trade | -43880 | -43880 | -34879 | -369236 | -369236 | -330377 |
Avg Bars in Trades | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Winners | 138 | 122 | 159 | 138 | 122 | 159 |
Avg Bars in Losers | 57 | 51 | 62 | 57 | 51 | 62 |
Bars Traded | 5300 | 2458 | 2842 | 5300 | 2458 | 2842 |
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 | -171078 | 312126 | -584529 | -737806 | -35640 | -587306 |
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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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