Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554427.957 | 540872.338 | 13555.6189 | 283191.7715 | 390293.1457 | -107101.3742 |
Total P&L (%) | 554.428 | 540.8723 | 13.5556 | 283.1918 | 390.2931 | -107.1014 |
Avg Daily Profit (%) | 0.2949 | 0.2877 | 0.0072 | 0.0715 | 0.0846 | 0 |
Buy And Hold Return (%) | 239.8988 | 239.8988 | 239.8988 | 239.8988 | 239.8988 | 239.8988 |
Max Trade Drawdown | -102121 | -43337 | -86378 | -883407 | -482201 | -612150 |
Profit Factor | 2.7395 | 5.9686 | 1.0646 | 1.1186 | 1.4418 | 0.9288 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.1308 | 5.9686 | 1.3922 | 1.2784 | 1.4418 | 1.2146 |
Largest Winning Trade | 426344 | 426344 | 53416 | 492344 | 492344 | 360868 |
Largest Losing Trade | -56405 | -35379 | -56405 | -448120 | -448120 | -373967 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 3512 | 1787 | 1725 | 3512 | 1787 | 1725 |
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 | -165534 | 433921 | -501090 | -471967 | -88478 | -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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