Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412507.1462 | 364940.1518 | 47566.9944 | 219505.6494 | -19194.5183 | 238700.1677 |
Total P&L (%) | 412.5071 | 364.9402 | 47.567 | 219.5056 | -19.1945 | 238.7002 |
Avg Daily Profit (%) | 0.2088 | 0.1847 | 0.0241 | 0.0588 | -0.0108 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102829 | -44227 | -183711 | -843079 | -361536 | -536674 |
Profit Factor | 1.8277 | 3.1898 | 1.1434 | 1.1149 | 0.9764 | 1.218 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8277 | 2.7911 | 1.3067 | 1.1149 | 0.8544 | 1.392 |
Largest Winning Trade | 148038 | 148038 | 70767 | 400481 | 232262 | 400481 |
Largest Losing Trade | -57023 | -39686 | -57023 | -487517 | -265147 | -487517 |
Avg Bars in Trades | 192 | 177 | 208 | 192 | 177 | 208 |
Avg Bars in Winners | 276 | 235 | 322 | 276 | 235 | 322 |
Avg Bars in Losers | 109 | 110 | 108 | 109 | 110 | 108 |
Bars Traded | 11563 | 5315 | 6248 | 11563 | 5315 | 6248 |
Profit Streak | 0 | 0 | 656.5373 | 0 | 0 | 656.5373 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162336 | 502960 | -225432 | -381986 | -580393 | -111267 |
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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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