Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390680.3866 | 118077.1465 | 272603.2401 | -769056.0102 | -72178.5731 | -696877.4371 |
Total P&L (%) | 390.6804 | 118.0771 | 272.6032 | -769.056 | -72.1786 | -696.8774 |
Avg Daily Profit (%) | 0.2361 | 0.0714 | 0.1648 | 0 | -0.0773 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113813 | -43352 | -113813 | -942941 | -182997 | -797413 |
Profit Factor | 2.1605 | 2.0383 | 2.2228 | 0.5095 | 0.816 | 0.4073 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 19 | 24 | 20 | 13 | 7 |
Losing Trades | 17 | 11 | 6 | 40 | 17 | 23 |
Profitability (%) | 71.6667 | 63.3333 | 80 | 33.3333 | 43.3333 | 23.3333 |
Ratio Avg Win / Avg Loss | 0.8542 | 1.1801 | 0.5557 | 1.0191 | 1.0671 | 1.3382 |
Largest Winning Trade | 49330 | 30079 | 49330 | 229998 | 69579 | 229998 |
Largest Losing Trade | -113813 | -43352 | -113813 | -311718 | -87152 | -311718 |
Avg Bars in Trades | 152 | 84 | 219 | 152 | 84 | 219 |
Avg Bars in Winners | 112 | 60 | 154 | 211 | 122 | 376 |
Avg Bars in Losers | 252 | 127 | 481 | 122 | 56 | 172 |
Bars Traded | 9144 | 2547 | 6597 | 9144 | 2547 | 6597 |
Profit Streak | 185.0224 | 185.0224 | 277.3558 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159990 | -91848 | 505835 | -759370 | -581751 | -616319 |
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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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