Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224847.1057 | 291923.6969 | -67076.5912 | -536096.2478 | -562072.7677 | 25976.5198 |
Total P&L (%) | 224.8471 | 291.9237 | -67.0766 | -536.0962 | -562.0728 | 25.9765 |
Avg Daily Profit (%) | 0.1189 | 0.1544 | -0.0355 | 0 | 0 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243746 | -67895 | -246342 | -1865294 | -932747 | -1361352 |
Profit Factor | 1.3253 | 2.1451 | 0.8463 | 0.876 | 0.7442 | 1.0122 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 17 | 18 | 25 | 14 | 11 |
Losing Trades | 25 | 13 | 12 | 35 | 16 | 19 |
Profitability (%) | 58.3333 | 56.6667 | 60 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.9466 | 1.6403 | 0.5642 | 1.2264 | 0.8505 | 1.7484 |
Largest Winning Trade | 126596 | 126596 | 68185 | 1112927 | 300695 | 1112927 |
Largest Losing Trade | -217415 | -35405 | -217415 | -465805 | -465805 | -374388 |
Avg Bars in Trades | 59 | 66 | 52 | 59 | 66 | 52 |
Avg Bars in Winners | 69 | 75 | 64 | 46 | 54 | 36 |
Avg Bars in Losers | 46 | 55 | 35 | 69 | 77 | 62 |
Bars Traded | 3585 | 2000 | 1585 | 3585 | 2000 | 1585 |
Profit Streak | 17.1526 | 0 | 20.6526 | 0 | 45.1526 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -207504 | 436620 | -578976 | -756129 | -581566 | -391195 |
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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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