Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360122.5319 | 125748.6657 | 234373.8662 | 1041214.7121 | -40606.5111 | 1081821.2232 |
Total P&L (%) | 360.1225 | 125.7487 | 234.3739 | 1041.2147 | -40.6065 | 1081.8212 |
Avg Daily Profit (%) | 0.3487 | 0.1218 | 0.227 | 0.236 | -0.0504 | 0.2394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78325 | -74981 | -28683 | -738412 | -853718 | -208187 |
Profit Factor | 2.1201 | 1.5512 | 3.5108 | 1.4755 | 0.9751 | 2.938 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3179 | 1.1862 | 1.7554 | 0.9172 | 0.7457 | 1.469 |
Largest Winning Trade | 36121 | 36121 | 29143 | 264534 | 264534 | 235826 |
Largest Losing Trade | -43257 | -43257 | -25504 | -493727 | -493727 | -208187 |
Avg Bars in Trades | 94 | 105 | 82 | 94 | 105 | 82 |
Avg Bars in Winners | 66 | 59 | 72 | 66 | 59 | 72 |
Avg Bars in Losers | 138 | 165 | 103 | 138 | 165 | 103 |
Bars Traded | 5648 | 3160 | 2488 | 5648 | 3160 | 2488 |
Profit Streak | 26.629 | 0 | 46.129 | 26.629 | 0 | 46.129 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159632 | -28010 | 620096 | -163610 | -579961 | 559605 |
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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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