Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799510.2346 | 818937.1902 | -19426.9556 | 177482.6535 | 320811.9063 | -143329.2528 |
Total P&L (%) | 799.5102 | 818.9372 | -19.427 | 177.4827 | 320.8119 | -143.3293 |
Avg Daily Profit (%) | 0.4301 | 0.4405 | -0.0105 | 0.0549 | 0.0773 | 0 |
Buy And Hold Return (%) | 136.171 | 136.171 | 136.171 | 136.171 | 136.171 | 136.171 |
Max Trade Drawdown | -128179 | -69569 | -116924 | -689591 | -471602 | -428766 |
Profit Factor | 2.3538 | 4.806 | 0.9483 | 1.0758 | 1.2877 | 0.8831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.3538 | 4.806 | 0.9483 | 1.0758 | 1.2877 | 0.8831 |
Largest Winning Trade | 539563 | 539563 | 76475 | 264291 | 264291 | 192754 |
Largest Losing Trade | -73675 | -36696 | -73675 | -259323 | -248591 | -259323 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 84 | 79 | 90 | 84 | 79 | 90 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 3585 | 1648 | 1937 | 3585 | 1648 | 1937 |
Profit Streak | 0 | 0 | 81.6452 | 0 | 0 | 81.6452 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159765 | 613490 | -580267 | -501630 | -94254 | -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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