Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576938.7298 | 284982.4443 | 291956.2855 | 1022299.3003 | -1098915.6336 | 2121214.9339 |
Total P&L (%) | 576.9387 | 284.9824 | 291.9563 | 1022.2993 | -1098.9156 | 2121.2149 |
Avg Daily Profit (%) | 0.387 | 0.1912 | 0.1959 | 0.1623 | 0 | 0.2082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100161 | -93882 | -38709 | -3402632 | -3459386 | -818049 |
Profit Factor | 2.2609 | 1.8561 | 3.3414 | 1.1173 | 0.8313 | 1.9615 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 46.6667 | 33.3333 | 60 | 46.6667 | 33.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.5838 | 3.7122 | 2.2276 | 1.2769 | 1.6625 | 1.3077 |
Largest Winning Trade | 201199 | 201199 | 64183 | 1994380 | 1994380 | 995383 |
Largest Losing Trade | -49027 | -49027 | -27713 | -2218459 | -2218459 | -488466 |
Avg Bars in Trades | 70 | 70 | 69 | 70 | 70 | 69 |
Avg Bars in Winners | 94 | 92 | 95 | 94 | 92 | 95 |
Avg Bars in Losers | 49 | 59 | 32 | 49 | 59 | 32 |
Bars Traded | 4217 | 2121 | 2096 | 4217 | 2121 | 2096 |
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 | -160856 | 163412 | 548038 | -258625 | -584529 | 430980 |
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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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