Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132410.2109 | 1185412.5645 | -53002.3536 | 202499.2782 | 330188.1297 | -127688.8516 |
Total P&L (%) | 1132.4102 | 1185.4126 | -53.0024 | 202.4993 | 330.1881 | -127.6889 |
Avg Daily Profit (%) | 0.5218 | 0.5462 | -0.0244 | 0.051 | 0.0673 | 0 |
Buy And Hold Return (%) | 478.1104 | 478.1104 | 478.1104 | 478.1104 | 478.1104 | 478.1104 |
Max Trade Drawdown | -139578 | -92313 | -144130 | -761676 | -431654 | -470789 |
Profit Factor | 2.9638 | 5.1302 | 0.817 | 1.1404 | 1.5035 | 0.8376 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.7679 | 10.2604 | 1.0684 | 1.8346 | 3.007 | 1.0953 |
Largest Winning Trade | 744085 | 744085 | 62451 | 693802 | 693802 | 214017 |
Largest Losing Trade | -52770 | -36714 | -52770 | -259918 | -145315 | -259918 |
Avg Bars in Trades | 138 | 145 | 131 | 138 | 145 | 131 |
Avg Bars in Winners | 247 | 315 | 195 | 247 | 315 | 195 |
Avg Bars in Losers | 70 | 61 | 81 | 70 | 61 | 81 |
Bars Traded | 8312 | 4372 | 3940 | 8312 | 4372 | 3940 |
Profit Streak | 57.9242 | 61.6742 | 0 | 57.9242 | 61.6742 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165737 | 332096 | -581751 | -533242 | -272445 | -581751 |
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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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