Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543164.7003 | 508352.2236 | 34812.4767 | 353443.0655 | -125199.6392 | 478642.7046 |
Total P&L (%) | 543.1647 | 508.3522 | 34.8125 | 353.4431 | -125.1996 | 478.6427 |
Avg Daily Profit (%) | 0.283 | 0.2649 | 0.0181 | 0.0788 | 0 | 0.0915 |
Buy And Hold Return (%) | 11.0767 | 11.0767 | 11.0767 | 11.0767 | 11.0767 | 11.0767 |
Max Trade Drawdown | -147941 | -126051 | -72294 | -1004172 | -1087634 | -341363 |
Profit Factor | 2.2098 | 3.3636 | 1.1488 | 1.1315 | 0.9184 | 1.415 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 36.6667 | 33.3333 | 40 | 36.6667 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 3.817 | 6.7273 | 1.7233 | 1.9545 | 1.8367 | 2.1226 |
Largest Winning Trade | 280237 | 280237 | 64302 | 400264 | 386670 | 400264 |
Largest Losing Trade | -42261 | -27254 | -42261 | -313923 | -313923 | -262612 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 141 | 127 | 153 | 141 | 127 | 153 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 5426 | 2512 | 2914 | 5426 | 2512 | 2914 |
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 | -166010 | 305816 | -231226 | -341423 | -584529 | -72835 |
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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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