Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417385.2314 | 383473.1107 | 33912.1207 | 153999.258 | 275290.8084 | -121291.5504 |
Total P&L (%) | 417.3852 | 383.4731 | 33.9121 | 153.9993 | 275.2908 | -121.2916 |
Avg Daily Profit (%) | 0.1778 | 0.1634 | 0.0144 | 0.0397 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98930 | -55770 | -105339 | -472128 | -289101 | -300894 |
Profit Factor | 1.8745 | 2.8173 | 1.1273 | 1.0987 | 1.3732 | 0.8525 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.291 | 3.2198 | 1.4742 | 1.3429 | 1.5694 | 1.1148 |
Largest Winning Trade | 292072 | 292072 | 58552 | 378216 | 378216 | 168159 |
Largest Losing Trade | -55770 | -55770 | -40827 | -289101 | -289101 | -130054 |
Avg Bars in Trades | 75 | 66 | 85 | 75 | 66 | 85 |
Avg Bars in Winners | 100 | 91 | 110 | 100 | 91 | 110 |
Avg Bars in Losers | 54 | 43 | 65 | 54 | 43 | 65 |
Bars Traded | 4533 | 1981 | 2552 | 4533 | 1981 | 2552 |
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 | -164454 | 408297 | -259393 | -427241 | -117369 | -581751 |
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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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