Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356511.532 | 349833.4749 | 6678.0571 | -10767.5475 | -54744.8087 | 43977.2612 |
Total P&L (%) | 356.5115 | 349.8335 | 6.6781 | -10.7675 | -54.7448 | 43.9773 |
Avg Daily Profit (%) | 0.1902 | 0.1867 | 0.0036 | -0.0061 | -0.0423 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100799 | -122537 | -68077 | -243911 | -263949 | -96704 |
Profit Factor | 1.7552 | 2.3788 | 1.0306 | 0.9852 | 0.8777 | 1.156 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.4572 | 3.5682 | 1.3477 | 1.3793 | 1.3166 | 1.5117 |
Largest Winning Trade | 398187 | 398187 | 52162 | 157327 | 157327 | 76930 |
Largest Losing Trade | -55273 | -34797 | -55273 | -81446 | -81446 | -54881 |
Avg Bars in Trades | 366 | 299 | 432 | 366 | 299 | 432 |
Avg Bars in Winners | 494 | 413 | 568 | 494 | 413 | 568 |
Avg Bars in Losers | 274 | 223 | 329 | 274 | 223 | 329 |
Bars Traded | 21967 | 8982 | 12985 | 21967 | 8982 | 12985 |
Profit Streak | 25.7711 | 48.3544 | 25.7711 | 25.7711 | 48.3544 | 25.7711 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165132 | 327286 | -542820 | -755109 | -582058 | -218634 |
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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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