Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458014.5773 | 424430.2605 | 33584.3168 | -1330912.5425 | 3976624.5994 | -5307537.1419 |
Total P&L (%) | 458.0146 | 424.4303 | 33.5843 | -1330.9125 | 3976.6246 | -5307.5371 |
Avg Daily Profit (%) | 0.1832 | 0.1697 | 0.0134 | 0 | 0.1484 | 0 |
Buy And Hold Return (%) | 892.7042 | 892.7042 | 892.7042 | 892.7042 | 892.7042 | 892.7042 |
Max Trade Drawdown | -120742 | -37006 | -120742 | -6322503 | -189607 | -6265886 |
Profit Factor | 2.3601 | 6.1076 | 1.1324 | 0.8174 | 11.6671 | 0.2325 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 21 | 23 | 41 | 20 | 21 |
Losing Trades | 16 | 9 | 7 | 19 | 10 | 9 |
Profitability (%) | 73.3333 | 70 | 76.6667 | 68.3333 | 66.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.8582 | 2.6176 | 0.3446 | 0.3788 | 5.8336 | 0.0996 |
Largest Winning Trade | 101819 | 101819 | 46022 | 2568751 | 2568751 | 321877 |
Largest Losing Trade | -120742 | -29261 | -120742 | -6147695 | -170112 | -6147695 |
Avg Bars in Trades | 75 | 91 | 60 | 75 | 91 | 60 |
Avg Bars in Winners | 66 | 75 | 57 | 65 | 69 | 61 |
Avg Bars in Losers | 102 | 127 | 69 | 98 | 135 | 56 |
Bars Traded | 4546 | 2739 | 1807 | 4546 | 2739 | 1807 |
Profit Streak | 112.8601 | 112.8601 | 183.3601 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326100 | -146779 | -412851 | -751901 | 514567 | -578232 |
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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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