Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288558.2983 | 1029.1671 | 287529.1312 | 596991.0343 | 52653.7007 | 544337.3336 |
Total P&L (%) | 288.5583 | 1.0292 | 287.5291 | 596.991 | 52.6537 | 544.3373 |
Avg Daily Profit (%) | 0.1883 | 0.0007 | 0.1877 | 0.1268 | 0.0276 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53940 | -95991 | -28665 | -145626 | -113506 | -74596 |
Profit Factor | 2.218 | 1.0066 | 4.5225 | 2.1976 | 1.1755 | 3.7434 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 53.3333 | 46.6667 | 60 | 53.3333 | 46.6667 | 60 |
Ratio Avg Win / Avg Loss | 1.9408 | 1.1504 | 3.015 | 1.9229 | 1.3434 | 2.4956 |
Largest Winning Trade | 65239 | 65239 | 61217 | 174337 | 79835 | 174337 |
Largest Losing Trade | -25632 | -25632 | -22884 | -110864 | -110864 | -74596 |
Avg Bars in Trades | 94 | 62 | 126 | 94 | 62 | 126 |
Avg Bars in Winners | 139 | 89 | 177 | 139 | 89 | 177 |
Avg Bars in Losers | 43 | 38 | 49 | 43 | 38 | 49 |
Bars Traded | 5668 | 1868 | 3800 | 5668 | 1868 | 3800 |
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 | -161325 | -572268 | 583528 | -192214 | -186003 | -22050 |
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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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