Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506642.0253 | 397229.118 | 109412.9073 | -204595.2963 | 364360.6074 | -568955.9037 |
Total P&L (%) | 506.642 | 397.2291 | 109.4129 | -204.5953 | 364.3606 | -568.9559 |
Avg Daily Profit (%) | 0.2678 | 0.2099 | 0.0578 | 0 | 0.0812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141033 | -61649 | -125671 | -1652103 | -428908 | -1498887 |
Profit Factor | 1.9799 | 2.9081 | 1.3543 | 0.9294 | 1.379 | 0.7061 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 14 | 19 | 30 | 18 | 12 |
Losing Trades | 27 | 16 | 11 | 30 | 12 | 18 |
Profitability (%) | 55 | 46.6667 | 63.3333 | 50 | 60 | 40 |
Ratio Avg Win / Avg Loss | 1.62 | 3.3235 | 0.7841 | 0.9294 | 0.9194 | 1.0592 |
Largest Winning Trade | 427152 | 427152 | 71389 | 570113 | 570113 | 386233 |
Largest Losing Trade | -122733 | -61649 | -122733 | -1023081 | -419612 | -1023081 |
Avg Bars in Trades | 179 | 111 | 247 | 179 | 111 | 247 |
Avg Bars in Winners | 201 | 129 | 254 | 175 | 122 | 253 |
Avg Bars in Losers | 152 | 96 | 234 | 183 | 95 | 242 |
Bars Traded | 10764 | 3350 | 7414 | 10764 | 3350 | 7414 |
Profit Streak | 0 | 0 | 0 | 136.5733 | 139.0733 | 136.5733 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160473 | 428935 | -115277 | -752926 | -83452 | -582478 |
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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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