Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499093.6534 | 404593.0174 | 94500.636 | 709377.6298 | 461881.9091 | 247495.7207 |
Total P&L (%) | 499.0937 | 404.593 | 94.5006 | 709.3776 | 461.8819 | 247.4957 |
Avg Daily Profit (%) | 0.281 | 0.2278 | 0.0532 | 0.1178 | 0.0972 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88528 | -33714 | -111838 | -657805 | -335973 | -424219 |
Profit Factor | 2.2564 | 3.4638 | 1.4056 | 1.3409 | 1.5286 | 1.2051 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.159 | 5.9829 | 1.6064 | 1.8773 | 2.6403 | 1.3772 |
Largest Winning Trade | 200625 | 200625 | 78209 | 542754 | 371535 | 542754 |
Largest Losing Trade | -35992 | -23108 | -35992 | -231760 | -145001 | -231760 |
Avg Bars in Trades | 85 | 75 | 94 | 85 | 75 | 94 |
Avg Bars in Winners | 150 | 132 | 163 | 150 | 132 | 163 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5100 | 2259 | 2841 | 5100 | 2259 | 2841 |
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 | -164410 | 333028 | -121376 | -210910 | -65819 | -101118 |
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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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