Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493958.4422 | 264022.244 | 229936.1982 | 417541.864 | -465892.2967 | 883434.1607 |
Total P&L (%) | 493.9584 | 264.0222 | 229.9362 | 417.5419 | -465.8923 | 883.4342 |
Avg Daily Profit (%) | 0.3352 | 0.1792 | 0.156 | 0.1116 | 0 | 0.1552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95803 | -101333 | -46332 | -1378571 | -1479232 | -456715 |
Profit Factor | 2.0201 | 1.8153 | 2.4337 | 1.1071 | 0.8352 | 1.8253 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.6417 | 3.6306 | 2.1295 | 1.4478 | 1.6703 | 1.5971 |
Largest Winning Trade | 204109 | 204109 | 62755 | 890389 | 890389 | 430114 |
Largest Losing Trade | -45346 | -45346 | -29412 | -753736 | -753736 | -226533 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 98 | 102 | 95 | 98 | 102 | 95 |
Avg Bars in Losers | 47 | 58 | 31 | 47 | 58 | 31 |
Bars Traded | 4162 | 2196 | 1966 | 4162 | 2196 | 1966 |
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 | -163476 | 156877 | 441612 | -322746 | -584529 | 414101 |
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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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