Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752363.4031 | 731206.7807 | 21156.6224 | -55996.784 | -95146.0046 | 39149.2206 |
Total P&L (%) | 752.3634 | 731.2068 | 21.1566 | -55.9968 | -95.146 | 39.1492 |
Avg Daily Profit (%) | 0.3195 | 0.3105 | 0.009 | -0.0349 | -0.1284 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315100 | -71878 | -257196 | -141898 | -61715 | -73121 |
Profit Factor | 2.1552 | 3.3693 | 1.0617 | 0.7961 | 0.4328 | 1.3662 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.4671 | 6.7385 | 1.3884 | 1.2807 | 0.8657 | 1.7865 |
Largest Winning Trade | 735254 | 735254 | 66857 | 42758 | 16983 | 42758 |
Largest Losing Trade | -82246 | -36998 | -82246 | -52817 | -52817 | -31215 |
Avg Bars in Trades | 115 | 104 | 125 | 115 | 104 | 125 |
Avg Bars in Winners | 194 | 175 | 209 | 194 | 175 | 209 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 6903 | 3133 | 3770 | 6903 | 3133 | 3770 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165155 | 320248 | -342196 | -757425 | -587306 | -177438 |
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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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