Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790144.1716 | 665693.8392 | 124450.3324 | 1496452.1625 | -101453.7461 | 1597905.9087 |
Total P&L (%) | 790.1442 | 665.6938 | 124.4503 | 1496.4522 | -101.4537 | 1597.9059 |
Avg Daily Profit (%) | 0.4069 | 0.3428 | 0.0641 | 0.1428 | 0 | 0.1459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91838 | -73080 | -66517 | -1853927 | -1222347 | -877623 |
Profit Factor | 2.6079 | 3.7403 | 1.5008 | 1.3069 | 0.9636 | 1.7649 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.6079 | 3.7403 | 1.5008 | 1.3069 | 0.9636 | 1.7649 |
Largest Winning Trade | 402832 | 402832 | 56815 | 991211 | 661123 | 991211 |
Largest Losing Trade | -51043 | -41582 | -51043 | -418891 | -418891 | -338794 |
Avg Bars in Trades | 187 | 112 | 262 | 187 | 112 | 262 |
Avg Bars in Winners | 299 | 168 | 431 | 299 | 168 | 431 |
Avg Bars in Losers | 75 | 57 | 93 | 75 | 57 | 93 |
Bars Traded | 11263 | 3386 | 7877 | 11263 | 3386 | 7877 |
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 | -158720 | 578956 | -104979 | -175403 | -580825 | 198195 |
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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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