Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398669.768 | 596548.0291 | -197878.2611 | -99998.203 | -262603.5623 | 162605.3593 |
Total P&L (%) | 398.6698 | 596.548 | -197.8783 | -99.9982 | -262.6036 | 162.6054 |
Avg Daily Profit (%) | 0.2149 | 0.3215 | -0.1066 | -0.5872 | 0 | 0.052 |
Buy And Hold Return (%) | 118.1025 | 118.1025 | 118.1025 | 118.1025 | 118.1025 | 118.1025 |
Max Trade Drawdown | -216965 | -61361 | -246826 | -406958 | -243467 | -89659 |
Profit Factor | 1.4909 | 4.085 | 0.6802 | 0.7807 | 0.0006 | 1.8413 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 17 | 14 | 29 | 14 | 15 |
Losing Trades | 29 | 13 | 16 | 31 | 16 | 15 |
Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.3947 | 3.1238 | 0.7774 | 0.8346 | 0.0007 | 1.8413 |
Largest Winning Trade | 422383 | 422383 | 78028 | 326095 | 68 | 326095 |
Largest Losing Trade | -127673 | -33813 | -127673 | -165361 | -165361 | -103142 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 77 | 67 | 89 | 54 | 58 | 50 |
Avg Bars in Losers | 41 | 42 | 40 | 65 | 55 | 75 |
Bars Traded | 3595 | 1701 | 1894 | 3595 | 1701 | 1894 |
Profit Streak | 55.898 | 0 | 74.398 | 55.898 | 0 | 74.398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166500 | 565833 | -581563 | -754364 | -581844 | -167952 |
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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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