Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497153.0162 | 552264.9562 | -55111.94 | 7113.8077 | 215858.5342 | -208744.7265 |
Total P&L (%) | 497.153 | 552.265 | -55.1119 | 7.1138 | 215.8585 | -208.7447 |
Avg Daily Profit (%) | 0.2703 | 0.3003 | -0.03 | 0.0037 | 0.0626 | 0 |
Buy And Hold Return (%) | 111.456 | 111.456 | 111.456 | 111.456 | 111.456 | 111.456 |
Max Trade Drawdown | -175956 | -92708 | -98187 | -328014 | -175605 | -194696 |
Profit Factor | 1.8029 | 2.9447 | 0.8356 | 1.0074 | 1.4967 | 0.6055 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 2.3577 | 3.3654 | 1.2534 | 1.3173 | 1.7106 | 0.9082 |
Largest Winning Trade | 477117 | 477117 | 39818 | 305393 | 305393 | 69373 |
Largest Losing Trade | -42073 | -42073 | -35992 | -95579 | -95579 | -88284 |
Avg Bars in Trades | 85 | 99 | 71 | 85 | 99 | 71 |
Avg Bars in Winners | 134 | 151 | 115 | 134 | 151 | 115 |
Avg Bars in Losers | 48 | 54 | 42 | 48 | 54 | 42 |
Bars Traded | 5135 | 2983 | 2152 | 5135 | 2983 | 2152 |
Profit Streak | 45.3704 | 97.3704 | 0 | 45.3704 | 97.3704 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165706 | 459357 | -583047 | -741544 | -114691 | -584714 |
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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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