Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446198.0392 | 531331.2509 | -85133.2117 | -92587.0898 | 1167018.8321 | -1259605.9219 |
Total P&L (%) | 446.198 | 531.3313 | -85.1332 | -92.5871 | 1167.0188 | -1259.6059 |
Avg Daily Profit (%) | 0.2462 | 0.2931 | -0.047 | -0.1435 | 0.1402 | 0 |
Buy And Hold Return (%) | 94.9293 | 94.9293 | 94.9293 | 94.9293 | 94.9293 | 94.9293 |
Max Trade Drawdown | -251555 | -106994 | -152358 | -1554765 | -266687 | -1386579 |
Profit Factor | 1.6801 | 2.8781 | 0.7719 | 0.952 | 3.7516 | 0.1622 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.0535 | 4.3172 | 0.7719 | 1.1635 | 5.6274 | 0.1622 |
Largest Winning Trade | 365663 | 365663 | 72331 | 1226494 | 1226494 | 94359 |
Largest Losing Trade | -95213 | -40451 | -95213 | -1007229 | -230981 | -1007229 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 3335 | 1791 | 1544 | 3335 | 1791 | 1544 |
Profit Streak | 22.7819 | 0 | 41.7819 | 22.7819 | 0 | 41.7819 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165298 | 340454 | -580275 | -754008 | -2519 | -580275 |
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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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