Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247149.9167 | 226762.7185 | 20387.1982 | 31330.9563 | 56999.0183 | -25668.062 |
Total P&L (%) | 247.1499 | 226.7627 | 20.3872 | 31.331 | 56.999 | -25.6681 |
Avg Daily Profit (%) | 0.1741 | 0.1597 | 0.0144 | 0.0192 | 0.0318 | -0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147171 | -94926 | -123431 | -256452 | -144407 | -152545 |
Profit Factor | 1.5496 | 1.9384 | 1.098 | 1.0601 | 1.2026 | 0.893 |
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 | 1.4496 | 1.9384 | 0.9607 | 0.9917 | 1.2026 | 0.7814 |
Largest Winning Trade | 167039 | 167039 | 49931 | 85455 | 85455 | 49931 |
Largest Losing Trade | -47048 | -47048 | -24648 | -110679 | -110679 | -37719 |
Avg Bars in Trades | 134 | 141 | 128 | 134 | 141 | 128 |
Avg Bars in Winners | 157 | 166 | 148 | 157 | 166 | 148 |
Avg Bars in Losers | 110 | 115 | 106 | 110 | 115 | 106 |
Bars Traded | 8089 | 4231 | 3858 | 8089 | 4231 | 3858 |
Profit Streak | 0 | 0 | 79.5429 | 0 | 0 | 79.5429 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164275 | 392785 | -293762 | -499551 | -151860 | -579835 |
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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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