Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251164.2561 | 11048.1607 | 240116.0954 | 281041.0229 | -62400.9144 | 343441.9373 |
Total P&L (%) | 251.1643 | 11.0482 | 240.1161 | 281.041 | -62.4009 | 343.4419 |
Avg Daily Profit (%) | 0.1645 | 0.0072 | 0.1573 | 0.0877 | -0.0641 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100872 | -77463 | -51573 | -430864 | -250302 | -201096 |
Profit Factor | 1.7118 | 1.0512 | 2.7518 | 1.3237 | 0.8748 | 1.9285 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 46.6667 | 36.6667 | 56.6667 | 46.6667 | 36.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.9563 | 1.8157 | 2.1043 | 1.5128 | 1.511 | 1.4748 |
Largest Winning Trade | 70116 | 55862 | 70116 | 158430 | 147393 | 158430 |
Largest Losing Trade | -28005 | -27950 | -28005 | -111374 | -111374 | -96846 |
Avg Bars in Trades | 98 | 72 | 123 | 98 | 72 | 123 |
Avg Bars in Winners | 152 | 109 | 180 | 152 | 109 | 180 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 5889 | 2179 | 3710 | 5889 | 2179 | 3710 |
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 | -164234 | -484658 | 479660 | -249365 | -583232 | -59282 |
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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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