Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320107.1694 | 157451.3796 | 162655.7898 | 743583.4477 | 144589.7195 | 598993.7282 |
Total P&L (%) | 320.1072 | 157.4514 | 162.6558 | 743.5834 | 144.5897 | 598.9937 |
Avg Daily Profit (%) | 0.2868 | 0.1411 | 0.1457 | 0.1912 | 0.0802 | 0.1743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53042 | -56810 | -22486 | -246360 | -287560 | -132771 |
Profit Factor | 2.2105 | 1.9118 | 2.7726 | 1.7341 | 1.204 | 2.9694 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 55 | 40 | 70 | 55 | 40 | 70 |
Ratio Avg Win / Avg Loss | 1.8086 | 2.8677 | 1.1883 | 1.4188 | 1.806 | 1.2726 |
Largest Winning Trade | 103885 | 103885 | 36732 | 227436 | 166028 | 227436 |
Largest Losing Trade | -22223 | -22223 | -18923 | -166165 | -166165 | -104217 |
Avg Bars in Trades | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Winners | 69 | 63 | 73 | 69 | 63 | 73 |
Avg Bars in Losers | 65 | 79 | 36 | 65 | 79 | 36 |
Bars Traded | 4060 | 2192 | 1868 | 4060 | 2192 | 1868 |
Profit Streak | 0 | 0 | 82.2675 | 0 | 0 | 82.2675 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160282 | -5040 | 315538 | -162712 | -89255 | 557330 |
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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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