Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231377.5694 | 8030.9026 | 223346.6668 | 282978.4038 | -73151.9142 | 356130.3179 |
Total P&L (%) | 231.3776 | 8.0309 | 223.3467 | 282.9784 | -73.1519 | 356.1303 |
Avg Daily Profit (%) | 0.1525 | 0.0053 | 0.1472 | 0.0885 | -0.0866 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76812 | -78867 | -38186 | -294136 | -225115 | -118902 |
Profit Factor | 1.8384 | 1.0417 | 3.6796 | 1.3846 | 0.8543 | 2.5228 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45.9016 | 38.7097 | 53.3333 | 45.9016 | 38.7097 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1667 | 1.6493 | 3.2196 | 1.6318 | 1.3526 | 2.2075 |
Largest Winning Trade | 68541 | 68106 | 68541 | 138949 | 138949 | 120929 |
Largest Losing Trade | -32083 | -32083 | -15123 | -83127 | -83127 | -42656 |
Avg Bars in Trades | 45 | 30 | 61 | 45 | 30 | 61 |
Avg Bars in Winners | 73 | 43 | 96 | 73 | 43 | 96 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 2797 | 942 | 1855 | 2797 | 942 | 1855 |
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 | -156890 | -529514 | 383266 | -240652 | -583541 | -54203 |
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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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