Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595607.246 | 531962.889 | 63644.357 | 1165278.852 | 1031588.9534 | 133689.8986 |
Total P&L (%) | 595.6072 | 531.9629 | 63.6444 | 1165.2789 | 1031.589 | 133.6899 |
Avg Daily Profit (%) | 0.4218 | 0.3767 | 0.0451 | 0.1799 | 0.172 | 0.0601 |
Buy And Hold Return (%) | 41.0504 | 41.0504 | 41.0504 | 41.0504 | 41.0504 | 41.0504 |
Max Trade Drawdown | -98359 | -102726 | -65083 | -937485 | -799004 | -489928 |
Profit Factor | 2.6073 | 4.135 | 1.3168 | 1.4384 | 1.8188 | 1.0956 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.1332 | 3.6182 | 1.007 | 1.1768 | 1.5915 | 0.8378 |
Largest Winning Trade | 241295 | 241295 | 74419 | 512418 | 512418 | 272729 |
Largest Losing Trade | -48271 | -40841 | -48271 | -407115 | -244240 | -407115 |
Avg Bars in Trades | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Winners | 78 | 90 | 67 | 78 | 90 | 67 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 3820 | 2115 | 1705 | 3820 | 2115 | 1705 |
Profit Streak | 0 | 0 | 704.2877 | 0 | 0 | 704.2877 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157945 | 615370 | -140259 | -164056 | 418802 | -230394 |
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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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