Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343666.4052 | 282108.6856 | 61557.7196 | 117648.29 | 75605.293 | 42042.997 |
Total P&L (%) | 343.6664 | 282.1087 | 61.5577 | 117.6483 | 75.6053 | 42.043 |
Avg Daily Profit (%) | 0.1941 | 0.1593 | 0.0348 | 0.0439 | 0.0318 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93510 | -80509 | -53901 | -310195 | -376001 | -166686 |
Profit Factor | 1.6756 | 2.1663 | 1.2307 | 1.0912 | 1.1069 | 1.0722 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.915 | 2.4758 | 1.4066 | 1.2471 | 1.265 | 1.2254 |
Largest Winning Trade | 160737 | 160737 | 69639 | 120480 | 120480 | 108249 |
Largest Losing Trade | -49445 | -49445 | -48761 | -181465 | -181465 | -128552 |
Avg Bars in Trades | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Winners | 75 | 79 | 72 | 75 | 79 | 72 |
Avg Bars in Losers | 39 | 48 | 30 | 39 | 48 | 30 |
Bars Traded | 3393 | 1888 | 1505 | 3393 | 1888 | 1505 |
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 | -164051 | 361820 | -148707 | -429214 | -254723 | -310850 |
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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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