Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711182.1466 | 667270.0786 | 43912.068 | 789262.0978 | 291954.3417 | 497307.7562 |
Total P&L (%) | 711.1821 | 667.2701 | 43.9121 | 789.2621 | 291.9543 | 497.3078 |
Avg Daily Profit (%) | 0.3792 | 0.3558 | 0.0234 | 0.1166 | 0.0729 | 0.0953 |
Buy And Hold Return (%) | 255.8753 | 255.8753 | 255.8753 | 255.8753 | 255.8753 | 255.8753 |
Max Trade Drawdown | -67383 | -108144 | -147465 | -297932 | -300409 | -153552 |
Profit Factor | 2.3538 | 3.5879 | 1.1642 | 1.6158 | 1.3549 | 2.0836 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 43.3333 | 36.6667 | 50 | 43.3333 | 36.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.078 | 6.1972 | 1.1642 | 2.113 | 2.3402 | 2.0836 |
Largest Winning Trade | 333039 | 333039 | 54970 | 224315 | 224315 | 164807 |
Largest Losing Trade | -58207 | -25898 | -58207 | -140188 | -140188 | -78940 |
Avg Bars in Trades | 179 | 203 | 154 | 179 | 203 | 154 |
Avg Bars in Winners | 248 | 279 | 226 | 248 | 279 | 226 |
Avg Bars in Losers | 125 | 159 | 83 | 125 | 159 | 83 |
Bars Traded | 10754 | 6113 | 4641 | 10754 | 6113 | 4641 |
Profit Streak | 0 | 240.3325 | 0 | 0 | 240.3325 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165346 | 302710 | -367350 | -213001 | -220292 | -69025 |
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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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