Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292243.1565 | 300862.8294 | -8619.6729 | 8069.7269 | 65985.5749 | -57915.848 |
Total P&L (%) | 292.2432 | 300.8628 | -8.6197 | 8.0697 | 65.9856 | -57.9158 |
Avg Daily Profit (%) | 0.1633 | 0.1681 | -0.0048 | 0.0043 | 0.0283 | -0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72459 | -37387 | -104155 | -117426 | -59475 | -68259 |
Profit Factor | 1.5341 | 2.6115 | 0.9761 | 1.0164 | 1.3684 | 0.8151 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 2.3011 | 3.9172 | 1.4641 | 1.5246 | 2.0526 | 1.2226 |
Largest Winning Trade | 137167 | 137167 | 79456 | 63137 | 57929 | 63137 |
Largest Losing Trade | -57057 | -26911 | -57057 | -57057 | -23381 | -57057 |
Avg Bars in Trades | 86 | 76 | 96 | 86 | 76 | 96 |
Avg Bars in Winners | 153 | 128 | 179 | 153 | 128 | 179 |
Avg Bars in Losers | 41 | 42 | 41 | 41 | 42 | 41 |
Bars Traded | 5203 | 2298 | 2905 | 5203 | 2298 | 2905 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167733 | 302125 | -583047 | -731853 | -157639 | -583047 |
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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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