Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101091.1315 | 75801.1721 | 25289.9593 | 83880.7246 | 83469.8324 | 410.8922 |
Total P&L (%) | 101.0911 | 75.8012 | 25.29 | 83.8807 | 83.4698 | 0.4109 |
Avg Daily Profit (%) | 0.3796 | 0.2846 | 0.095 | 0.229 | 0.2281 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54121 | -27545 | -59034 | -78641 | -28436 | -90323 |
Profit Factor | 1.4806 | 1.9025 | 1.2002 | 1.3407 | 1.8826 | 1.0027 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 1.9362 | 2.1742 | 1.8003 | 1.7532 | 2.1515 | 1.5041 |
Largest Winning Trade | 45720 | 45720 | 29121 | 48636 | 48636 | 26604 |
Largest Losing Trade | -19914 | -10994 | -19914 | -16489 | -11604 | -16489 |
Avg Bars in Trades | 202 | 212 | 192 | 202 | 212 | 192 |
Avg Bars in Winners | 308 | 313 | 302 | 308 | 313 | 302 |
Avg Bars in Losers | 121 | 125 | 119 | 121 | 125 | 119 |
Bars Traded | 12154 | 6384 | 5770 | 12154 | 6384 | 5770 |
Profit Streak | 273.1105 | 0 | 298.423 | 273.1105 | 0 | 298.423 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165425 | 332489 | -73098 | -167567 | 313728 | -576931 |
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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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