Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354161.764 | 1611647.8475 | -257486.0835 | -100009.2922 | 16251.427 | -116260.7192 |
Total P&L (%) | 1354.1618 | 1611.6478 | -257.4861 | -100.0093 | 16.2514 | -116.2607 |
Avg Daily Profit (%) | 0.5822 | 0.6929 | -0.1107 | 0 | 0.0065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -410327 | -165105 | -305213 | -146143 | -64110 | -139565 |
Profit Factor | 2.4256 | 5.5635 | 0.5685 | 0.6979 | 1.1346 | 0.4472 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 17 | 16 | 30 | 14 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.9646 | 7.2754 | 0.6497 | 0.6979 | 0.9928 | 0.511 |
Largest Winning Trade | 1717876 | 1717876 | 71865 | 65091 | 65091 | 28848 |
Largest Losing Trade | -109952 | -65189 | -109952 | -64110 | -64110 | -52075 |
Avg Bars in Trades | 73 | 61 | 84 | 73 | 61 | 84 |
Avg Bars in Winners | 85 | 78 | 92 | 85 | 85 | 85 |
Avg Bars in Losers | 63 | 48 | 78 | 60 | 33 | 84 |
Bars Traded | 4387 | 1842 | 2545 | 4387 | 1842 | 2545 |
Profit Streak | 38.6073 | 38.6073 | 66.1073 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158530 | 661124 | -581563 | -754277 | -267337 | -582121 |
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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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