Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398030.812 | 352813.3314 | 45217.4807 | 254352.4486 | 160757.0826 | 93595.366 |
Total P&L (%) | 398.0308 | 352.8133 | 45.2175 | 254.3524 | 160.7571 | 93.5954 |
Avg Daily Profit (%) | 0.2014 | 0.1785 | 0.0229 | 0.064 | 0.0485 | 0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89682 | -56126 | -133692 | -633237 | -381724 | -424168 |
Profit Factor | 1.7834 | 2.8998 | 1.1403 | 1.136 | 1.202 | 1.0872 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.0382 | 2.8998 | 1.4911 | 1.2983 | 1.202 | 1.4217 |
Largest Winning Trade | 110261 | 110261 | 69788 | 293816 | 220776 | 293816 |
Largest Losing Trade | -57431 | -28338 | -57431 | -400330 | -194428 | -400330 |
Avg Bars in Trades | 126 | 112 | 140 | 126 | 112 | 140 |
Avg Bars in Winners | 206 | 168 | 251 | 206 | 168 | 251 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 7601 | 3372 | 4229 | 7601 | 3372 | 4229 |
Profit Streak | 0 | 0 | 709.2941 | 0 | 0 | 709.2941 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163781 | 465346 | -231984 | -353125 | -128707 | -274572 |
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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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