Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396267.2945 | 343781.5656 | 52485.729 | -44557.0996 | -51404.3824 | 6847.2828 |
Total P&L (%) | 396.2673 | 343.7816 | 52.4857 | -44.5571 | -51.4044 | 6.8473 |
Avg Daily Profit (%) | 0.2689 | 0.2333 | 0.0356 | -0.04 | -0.049 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176942 | -198576 | -87401 | -506778 | -489568 | -131249 |
Profit Factor | 1.6517 | 1.8251 | 1.2742 | 0.9558 | 0.9307 | 1.0257 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 43.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.6517 | 2.3867 | 0.9744 | 0.9558 | 1.2171 | 0.7844 |
Largest Winning Trade | 304698 | 304698 | 31029 | 403319 | 403319 | 46470 |
Largest Losing Trade | -56729 | -56729 | -35792 | -201359 | -201359 | -131249 |
Avg Bars in Trades | 71 | 88 | 54 | 71 | 88 | 54 |
Avg Bars in Winners | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Losers | 83 | 111 | 45 | 83 | 111 | 45 |
Bars Traded | 4262 | 2641 | 1621 | 4262 | 2641 | 1621 |
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 | -162161 | 314215 | -147409 | -754277 | -581751 | -545676 |
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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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