Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895873.7166 | 945130.6553 | -49256.9388 | 10744.5243 | 123436.314 | -112691.7897 |
Total P&L (%) | 895.8737 | 945.1307 | -49.2569 | 10.7445 | 123.4363 | -112.6918 |
Avg Daily Profit (%) | 0.4852 | 0.5119 | -0.0267 | 0.0055 | 0.0435 | 0 |
Buy And Hold Return (%) | 173.7443 | 173.7443 | 173.7443 | 173.7443 | 173.7443 | 173.7443 |
Max Trade Drawdown | -138585 | -89011 | -132697 | -705272 | -419593 | -433495 |
Profit Factor | 2.3167 | 5.0953 | 0.8904 | 1.0052 | 1.1524 | 0.9104 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.3167 | 5.0953 | 0.8904 | 1.0052 | 1.1524 | 0.9104 |
Largest Winning Trade | 776264 | 776264 | 72810 | 233917 | 233917 | 209011 |
Largest Losing Trade | -69581 | -34331 | -69581 | -280001 | -280001 | -213313 |
Avg Bars in Trades | 179 | 175 | 183 | 179 | 175 | 183 |
Avg Bars in Winners | 262 | 242 | 283 | 262 | 242 | 283 |
Avg Bars in Losers | 96 | 109 | 84 | 96 | 109 | 84 |
Bars Traded | 10787 | 5272 | 5515 | 10787 | 5272 | 5515 |
Profit Streak | 37.9768 | 55.3101 | 37.9768 | 37.9768 | 55.3101 | 37.9768 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158853 | 649520 | -580280 | -738535 | -352944 | -580280 |
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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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