Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461038.3573 | 399490.4151 | 61547.9422 | 211257.5217 | 365060.0838 | -153802.5621 |
Total P&L (%) | 461.0384 | 399.4904 | 61.5479 | 211.2575 | 365.0601 | -153.8026 |
Avg Daily Profit (%) | 0.1842 | 0.1596 | 0.0246 | 0.0454 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196948 | -161284 | -83019 | -1428235 | -1125901 | -583769 |
Profit Factor | 1.8697 | 2.4922 | 1.2346 | 1.0761 | 1.2501 | 0.8831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 41.6667 | 46.6667 | 36.6667 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.6176 | 2.8483 | 2.1324 | 1.5065 | 1.4287 | 1.5254 |
Largest Winning Trade | 285513 | 285513 | 48058 | 784799 | 784799 | 356451 |
Largest Losing Trade | -38053 | -38053 | -35414 | -364504 | -353028 | -364504 |
Avg Bars in Trades | 77 | 86 | 67 | 77 | 86 | 67 |
Avg Bars in Winners | 121 | 125 | 115 | 121 | 125 | 115 |
Avg Bars in Losers | 45 | 52 | 39 | 45 | 52 | 39 |
Bars Traded | 4634 | 2603 | 2031 | 4634 | 2603 | 2031 |
Profit Streak | 81.2229 | 422.2229 | 0 | 81.2229 | 422.2229 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165425 | 432759 | -165027 | -444481 | -111148 | -583232 |
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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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