Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524932.6254 | 402841.5212 | 122091.1042 | 233030.884 | -26779.0719 | 259809.9559 |
Total P&L (%) | 524.9326 | 402.8415 | 122.0911 | 233.0309 | -26.7791 | 259.81 |
Avg Daily Profit (%) | 0.2761 | 0.2119 | 0.0642 | 0.0633 | -0.0164 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94823 | -144552 | -50366 | -555169 | -897711 | -300911 |
Profit Factor | 1.9008 | 2.0596 | 1.6028 | 1.1015 | 0.9829 | 1.3548 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 2.0975 | 2.501 | 1.6028 | 1.2154 | 1.1935 | 1.3548 |
Largest Winning Trade | 250089 | 250089 | 48930 | 473354 | 473354 | 213388 |
Largest Losing Trade | -55187 | -55187 | -39635 | -263709 | -221645 | -263709 |
Avg Bars in Trades | 181 | 193 | 170 | 181 | 193 | 170 |
Avg Bars in Winners | 255 | 270 | 241 | 255 | 270 | 241 |
Avg Bars in Losers | 114 | 129 | 98 | 114 | 129 | 98 |
Bars Traded | 11085 | 5984 | 5101 | 11085 | 5984 | 5101 |
Profit Streak | 0 | 0 | 586.1276 | 0 | 0 | 586.1276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154659 | 349781 | -103617 | -384263 | -581033 | -102031 |
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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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