Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169463.0558 | 220630.4957 | -51167.4399 | -56067.6908 | 2366.4305 | -58434.1213 |
Total P&L (%) | 169.4631 | 220.6305 | -51.1674 | -56.0677 | 2.3664 | -58.4341 |
Avg Daily Profit (%) | 0.1627 | 0.2118 | -0.0491 | -0.0789 | 0.0022 | -0.0842 |
Buy And Hold Return (%) | 53.5109 | 53.5109 | 53.5109 | 53.5109 | 53.5109 | 53.5109 |
Max Trade Drawdown | -168012 | -66957 | -155920 | -77191 | -31815 | -57898 |
Profit Factor | 1.3548 | 2.0194 | 0.8041 | 0.7633 | 1.0223 | 0.5527 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 53.3333 | 56.6667 | 50 | 53.3333 | 56.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.1855 | 1.5442 | 0.8041 | 0.6679 | 0.7817 | 0.5527 |
Largest Winning Trade | 193285 | 193285 | 35234 | 30146 | 30146 | 13355 |
Largest Losing Trade | -72478 | -36738 | -72478 | -25711 | -19139 | -25711 |
Avg Bars in Trades | 404 | 384 | 424 | 404 | 384 | 424 |
Avg Bars in Winners | 435 | 422 | 449 | 435 | 422 | 449 |
Avg Bars in Losers | 369 | 334 | 399 | 369 | 334 | 399 |
Bars Traded | 24257 | 11530 | 12727 | 24257 | 11530 | 12727 |
Profit Streak | 0 | 0 | 49.6536 | 0 | 0 | 49.6536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168309 | 369485 | -580261 | -753845 | -552468 | -580261 |
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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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