Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455107.6528 | 310956.4982 | 144151.1547 | 376942.0217 | 159672.6534 | 217269.3683 |
Total P&L (%) | 455.1077 | 310.9565 | 144.1512 | 376.942 | 159.6727 | 217.2694 |
Avg Daily Profit (%) | 0.3091 | 0.2112 | 0.0979 | 0.1062 | 0.0648 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135547 | -153471 | -65225 | -173102 | -154699 | -52963 |
Profit Factor | 2.0943 | 2.1925 | 1.9293 | 1.8364 | 1.5109 | 2.5729 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 55 | 43.3333 | 66.6667 | 55 | 43.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.7135 | 2.8671 | 0.9646 | 1.5025 | 1.9758 | 1.2864 |
Largest Winning Trade | 186448 | 186448 | 73246 | 166621 | 166621 | 89966 |
Largest Losing Trade | -53434 | -37441 | -53434 | -93139 | -93139 | -33126 |
Avg Bars in Trades | 141 | 123 | 159 | 141 | 123 | 159 |
Avg Bars in Winners | 182 | 169 | 190 | 182 | 169 | 190 |
Avg Bars in Losers | 91 | 88 | 96 | 91 | 88 | 96 |
Bars Traded | 8492 | 3710 | 4782 | 8492 | 3710 | 4782 |
Profit Streak | 31.0928 | 41.9262 | 0 | 31.0928 | 41.9262 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159775 | 352754 | -59279 | -220099 | -105977 | -82311 |
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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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