Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284582.7874 | 170292.5304 | 114290.2569 | 610624.7957 | 300707.3614 | 309917.4343 |
Total P&L (%) | 284.5828 | 170.2925 | 114.2903 | 610.6248 | 300.7074 | 309.9174 |
Avg Daily Profit (%) | 0.4931 | 0.2951 | 0.198 | 0.3404 | 0.2408 | 0.2448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39082 | -38877 | -16805 | -313228 | -284765 | -148954 |
Profit Factor | 2.3859 | 2.1852 | 2.8534 | 1.6664 | 1.4783 | 2.0775 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 51.6667 | 43.3333 | 60 | 51.6667 | 43.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.2319 | 2.8576 | 1.9023 | 1.5589 | 1.9332 | 1.385 |
Largest Winning Trade | 81522 | 81522 | 31127 | 317350 | 317350 | 181682 |
Largest Losing Trade | -22277 | -22277 | -16805 | -164274 | -164274 | -148954 |
Avg Bars in Trades | 223 | 207 | 239 | 223 | 207 | 239 |
Avg Bars in Winners | 297 | 280 | 310 | 297 | 280 | 310 |
Avg Bars in Losers | 144 | 151 | 134 | 144 | 151 | 134 |
Bars Traded | 13415 | 6216 | 7199 | 13415 | 6216 | 7199 |
Profit Streak | 0 | 0 | 509.1669 | 0 | 0 | 509.1669 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159002 | 344201 | 521791 | -161279 | 260082 | 442266 |
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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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