Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653951.3521 | 659730.0764 | -5778.7243 | -2397.6885 | -32301.1731 | 29903.4846 |
Total P&L (%) | 653.9514 | 659.7301 | -5.7787 | -2.3977 | -32.3012 | 29.9035 |
Avg Daily Profit (%) | 0.3412 | 0.3442 | -0.003 | -0.0013 | -0.0204 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249615 | -176729 | -128941 | -1313084 | -1298915 | -519414 |
Profit Factor | 2.1817 | 3.201 | 0.9772 | 0.9992 | 0.9819 | 1.0231 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 35 | 33.3333 | 36.6667 | 35 | 33.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.0517 | 6.402 | 1.6879 | 1.8557 | 1.9637 | 1.7672 |
Largest Winning Trade | 631071 | 631071 | 55077 | 801720 | 801720 | 348823 |
Largest Losing Trade | -38809 | -26950 | -38809 | -276379 | -276379 | -185637 |
Avg Bars in Trades | 121 | 100 | 141 | 121 | 100 | 141 |
Avg Bars in Winners | 212 | 164 | 255 | 212 | 164 | 255 |
Avg Bars in Losers | 72 | 68 | 75 | 72 | 68 | 75 |
Bars Traded | 7266 | 3018 | 4248 | 7266 | 3018 | 4248 |
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 | -166215 | 318943 | -583232 | -757611 | -584529 | -376968 |
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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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