Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279216.7933 | 1303008.1654 | -23791.3721 | -73274.7075 | 1093.3659 | -74368.0735 |
Total P&L (%) | 1279.2168 | 1303.0082 | -23.7914 | -73.2747 | 1.0934 | -74.3681 |
Avg Daily Profit (%) | 0.5403 | 0.5504 | -0.01 | -0.0557 | 0.0005 | -0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237614 | -115154 | -200761 | -160987 | -91429 | -163311 |
Profit Factor | 2.7896 | 4.4246 | 0.9288 | 0.8285 | 1.0059 | 0.6913 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.1882 | 5.786 | 0.9288 | 0.9469 | 1.3154 | 0.6913 |
Largest Winning Trade | 1417896 | 1417896 | 64697 | 80036 | 80036 | 55433 |
Largest Losing Trade | -73462 | -38511 | -73462 | -130974 | -32541 | -130974 |
Avg Bars in Trades | 75 | 97 | 54 | 75 | 97 | 54 |
Avg Bars in Winners | 80 | 97 | 66 | 80 | 97 | 66 |
Avg Bars in Losers | 71 | 97 | 42 | 71 | 97 | 42 |
Bars Traded | 4538 | 2915 | 1623 | 4538 | 2915 | 1623 |
Profit Streak | 0 | 0 | 333.7781 | 0 | 0 | 333.7781 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158525 | 567550 | -579481 | -755574 | -574685 | -579481 |
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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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