Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367850.0921 | 369414.269 | -1564.177 | 53792.5387 | 308787.8089 | -254995.2702 |
Total P&L (%) | 367.8501 | 369.4143 | -1.5642 | 53.7925 | 308.7878 | -254.9953 |
Avg Daily Profit (%) | 0.1471 | 0.1477 | -0.0006 | 0.0172 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151009 | -73844 | -94882 | -1141010 | -518086 | -732298 |
Profit Factor | 1.7369 | 3.0546 | 0.9951 | 1.0195 | 1.2663 | 0.8411 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 41.6667 | 46.6667 | 36.6667 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.4316 | 3.4909 | 1.7188 | 1.4272 | 1.4472 | 1.4528 |
Largest Winning Trade | 327604 | 327604 | 56258 | 419132 | 411897 | 419132 |
Largest Losing Trade | -41516 | -25252 | -41516 | -413989 | -298692 | -413989 |
Avg Bars in Trades | 162 | 163 | 161 | 162 | 163 | 161 |
Avg Bars in Winners | 248 | 235 | 264 | 248 | 235 | 264 |
Avg Bars in Losers | 100 | 100 | 101 | 100 | 100 | 101 |
Bars Traded | 9727 | 4894 | 4833 | 9727 | 4894 | 4833 |
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 | -170384 | 311997 | -583232 | -547073 | -119170 | -584344 |
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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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