Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771530.5154 | 740326.8447 | 31203.6707 | 262638.339 | -835945.154 | 1098583.4929 |
Total P&L (%) | 771.5305 | 740.3268 | 31.2037 | 262.6383 | -835.9452 | 1098.5835 |
Avg Daily Profit (%) | 0.4013 | 0.3851 | 0.0162 | 0.067 | 0 | 0.1293 |
Buy And Hold Return (%) | 116.0102 | 116.0102 | 116.0102 | 116.0102 | 116.0102 | 116.0102 |
Max Trade Drawdown | -191275 | -125821 | -102306 | -2854243 | -2289019 | -1227799 |
Profit Factor | 2.7427 | 4.5705 | 1.1326 | 1.0437 | 0.7559 | 1.4256 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 38.3333 | 30 | 46.6667 | 38.3333 | 30 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.4122 | 10.6645 | 1.2944 | 1.6791 | 1.7637 | 1.6292 |
Largest Winning Trade | 700497 | 700497 | 58958 | 991574 | 700497 | 991574 |
Largest Losing Trade | -37245 | -29096 | -37245 | -708345 | -708345 | -588802 |
Avg Bars in Trades | 59 | 47 | 71 | 59 | 47 | 71 |
Avg Bars in Winners | 82 | 77 | 85 | 82 | 77 | 85 |
Avg Bars in Losers | 45 | 34 | 59 | 45 | 34 | 59 |
Bars Traded | 3566 | 1424 | 2142 | 3566 | 1424 | 2142 |
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 | -163555 | 319035 | -412987 | -458184 | -585825 | -19402 |
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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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