Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588022.572 | 563086.6928 | 24935.8792 | 106253.6101 | 246509.9235 | -140256.3134 |
Total P&L (%) | 588.0226 | 563.0867 | 24.9359 | 106.2536 | 246.5099 | -140.2563 |
Avg Daily Profit (%) | 0.3236 | 0.3099 | 0.0137 | 0.0399 | 0.0684 | 0 |
Buy And Hold Return (%) | 110.1141 | 110.1141 | 110.1141 | 110.1141 | 110.1141 | 110.1141 |
Max Trade Drawdown | -106987 | -63393 | -107278 | -294899 | -234560 | -190264 |
Profit Factor | 2.2145 | 3.6177 | 1.0927 | 1.1293 | 1.6686 | 0.6905 |
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 | 2.7066 | 5.4265 | 1.0927 | 1.3802 | 2.503 | 0.6905 |
Largest Winning Trade | 353381 | 353381 | 76457 | 281179 | 281179 | 72870 |
Largest Losing Trade | -55759 | -48287 | -55759 | -93958 | -93958 | -90795 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 44 | 55 | 30 | 44 | 55 | 30 |
Bars Traded | 3292 | 1795 | 1497 | 3292 | 1795 | 1497 |
Profit Streak | 16.6243 | 86.6243 | 0 | 16.6243 | 86.6243 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162669 | 414903 | -458917 | -558632 | -106693 | -580825 |
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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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