Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436607.7515 | 189173.5861 | 247434.1654 | 669333.5848 | -107066.4919 | 776400.0767 |
Total P&L (%) | 436.6078 | 189.1736 | 247.4342 | 669.3336 | -107.0665 | 776.4001 |
Avg Daily Profit (%) | 0.289 | 0.1252 | 0.1638 | 0.1351 | 0 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92451 | -116610 | -57486 | -273086 | -321239 | -61760 |
Profit Factor | 2.5901 | 1.9614 | 4.1802 | 1.9211 | 0.8176 | 6.5624 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 51.6667 | 40 | 63.3333 | 51.6667 | 40 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.423 | 2.9421 | 2.4201 | 1.7972 | 1.2264 | 3.7993 |
Largest Winning Trade | 266744 | 266744 | 61605 | 397381 | 250325 | 397381 |
Largest Losing Trade | -45788 | -45788 | -23173 | -164819 | -164819 | -47628 |
Avg Bars in Trades | 95 | 71 | 118 | 95 | 71 | 118 |
Avg Bars in Winners | 131 | 99 | 152 | 131 | 99 | 152 |
Avg Bars in Losers | 55 | 52 | 60 | 55 | 52 | 60 |
Bars Traded | 5701 | 2138 | 3563 | 5701 | 2138 | 3563 |
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 | -159962 | -26059 | 582703 | -181829 | -583047 | 343136 |
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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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