Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502068.9491 | 339604.029 | 162464.9201 | 564865.044 | -1072956.4217 | 1637821.4658 |
Total P&L (%) | 502.0689 | 339.604 | 162.4649 | 564.865 | -1072.9564 | 1637.8215 |
Avg Daily Profit (%) | 0.2615 | 0.1769 | 0.0846 | 0.0987 | 0 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147770 | -88445 | -78532 | -5150955 | -3677854 | -1493941 |
Profit Factor | 2.2375 | 2.4614 | 1.9373 | 1.0744 | 0.7884 | 1.6484 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 65 | 50 | 80 | 65 | 50 | 80 |
Ratio Avg Win / Avg Loss | 1.2048 | 2.4614 | 0.4843 | 0.5785 | 0.7884 | 0.4121 |
Largest Winning Trade | 202122 | 202122 | 56948 | 1495313 | 1495313 | 1297617 |
Largest Losing Trade | -63309 | -59263 | -63309 | -3446684 | -3446684 | -1147240 |
Avg Bars in Trades | 90 | 111 | 69 | 90 | 111 | 69 |
Avg Bars in Winners | 94 | 129 | 71 | 94 | 129 | 71 |
Avg Bars in Losers | 83 | 92 | 59 | 83 | 92 | 59 |
Bars Traded | 5416 | 3330 | 2086 | 5416 | 3330 | 2086 |
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 | -159844 | 434407 | -75220 | -372700 | -580825 | 369205 |
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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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