Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662360.4781 | 650147.5306 | 12212.9475 | 228055.9936 | 327669.3476 | -99613.354 |
Total P&L (%) | 662.3605 | 650.1475 | 12.2129 | 228.056 | 327.6693 | -99.6134 |
Avg Daily Profit (%) | 0.3597 | 0.3531 | 0.0066 | 0.0645 | 0.0789 | -0.3012 |
Buy And Hold Return (%) | 145.1904 | 145.1904 | 145.1904 | 145.1904 | 145.1904 | 145.1904 |
Max Trade Drawdown | -132739 | -72847 | -93693 | -1073095 | -512551 | -762390 |
Profit Factor | 2.5391 | 4.3519 | 1.0517 | 1.0827 | 1.2514 | 0.9315 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 43.3333 | 36.6667 | 50 | 43.3333 | 36.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.3203 | 7.5169 | 1.0517 | 1.4159 | 2.1614 | 0.9315 |
Largest Winning Trade | 603639 | 603639 | 46637 | 537664 | 537664 | 284583 |
Largest Losing Trade | -45021 | -33616 | -45021 | -306317 | -306317 | -268143 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 95 | 93 | 96 | 95 | 93 | 96 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3503 | 1631 | 1872 | 3503 | 1631 | 1872 |
Profit Streak | 0 | 0 | 85.4121 | 0 | 0 | 85.4121 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163571 | 346876 | -512929 | -422149 | -97059 | -580267 |
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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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