Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335858.3921 | 267134.5224 | 68723.8697 | 304941.4958 | 258105.8495 | 46835.6463 |
Total P&L (%) | 335.8584 | 267.1345 | 68.7239 | 304.9415 | 258.1058 | 46.8356 |
Avg Daily Profit (%) | 0.1889 | 0.1502 | 0.0387 | 0.0787 | 0.0718 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131810 | -88558 | -61097 | -1449432 | -884751 | -739549 |
Profit Factor | 1.8516 | 2.4673 | 1.3237 | 1.0849 | 1.1511 | 1.0249 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7322 | 2.4673 | 1.1582 | 1.0149 | 1.1511 | 0.8968 |
Largest Winning Trade | 105075 | 105075 | 67667 | 624995 | 503349 | 624995 |
Largest Losing Trade | -33162 | -28428 | -33162 | -441369 | -401696 | -441369 |
Avg Bars in Trades | 86 | 72 | 100 | 86 | 72 | 100 |
Avg Bars in Winners | 125 | 97 | 151 | 125 | 97 | 151 |
Avg Bars in Losers | 44 | 47 | 42 | 44 | 47 | 42 |
Bars Traded | 5193 | 2174 | 3019 | 5193 | 2174 | 3019 |
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 | -162243 | 426611 | -140742 | -388271 | -151445 | -360053 |
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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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