Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791919.135 | 729859.3913 | 62059.7438 | 2071886.2683 | 2262658.5117 | -190772.2435 |
Total P&L (%) | 791.9191 | 729.8594 | 62.0597 | 2071.8863 | 2262.6585 | -190.7722 |
Avg Daily Profit (%) | 0.4366 | 0.4023 | 0.0342 | 0.1698 | 0.1745 | 0 |
Buy And Hold Return (%) | 674.7045 | 674.7045 | 674.7045 | 674.7045 | 674.7045 | 674.7045 |
Max Trade Drawdown | -99479 | -56890 | -96000 | -1278691 | -1125401 | -1016655 |
Profit Factor | 2.6003 | 4.6455 | 1.2106 | 1.342 | 1.9244 | 0.9472 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4325 | 4.6455 | 1.0593 | 1.2554 | 1.9244 | 0.8288 |
Largest Winning Trade | 259237 | 259237 | 69702 | 944238 | 944238 | 750872 |
Largest Losing Trade | -78710 | -20732 | -78710 | -966250 | -498885 | -966250 |
Avg Bars in Trades | 85 | 96 | 74 | 85 | 96 | 74 |
Avg Bars in Winners | 111 | 121 | 101 | 111 | 121 | 101 |
Avg Bars in Losers | 58 | 72 | 43 | 58 | 72 | 43 |
Bars Traded | 5134 | 2907 | 2227 | 5134 | 2907 | 2227 |
Profit Streak | 0 | 112.5501 | 0 | 0 | 112.5501 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -269994 | -122527 | -313045 | -168211 | 330929 | -580393 |
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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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