Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117427.3467 | 83603.9371 | 33823.4096 | 133404.3159 | 150829.1413 | -17424.8254 |
Total P&L (%) | 117.4273 | 83.6039 | 33.8234 | 133.4043 | 150.8291 | -17.4248 |
Avg Daily Profit (%) | 0.4509 | 0.321 | 0.1299 | 0.326 | 0.3537 | -0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67346 | -25260 | -52432 | -247997 | -91082 | -198946 |
Profit Factor | 1.8945 | 2.5199 | 1.4435 | 1.2923 | 1.8165 | 0.9359 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 35 | 43.3333 | 26.6667 | 35 | 43.3333 | 26.6667 |
Ratio Avg Win / Avg Loss | 3.5184 | 3.2952 | 3.9696 | 2.4 | 2.3754 | 2.5736 |
Largest Winning Trade | 52751 | 52751 | 35513 | 124213 | 124213 | 94303 |
Largest Losing Trade | -8359 | -6645 | -8359 | -32182 | -27403 | -32182 |
Avg Bars in Trades | 399 | 368 | 429 | 399 | 368 | 429 |
Avg Bars in Winners | 838 | 665 | 1119 | 838 | 665 | 1119 |
Avg Bars in Losers | 162 | 141 | 178 | 162 | 141 | 178 |
Bars Traded | 23945 | 11051 | 12894 | 23945 | 11051 | 12894 |
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 | -167644 | 339244 | -44244 | -171160 | 300442 | -601912 |
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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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