Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377467.2603 | 191736.8048 | 185730.4555 | -395260.1627 | -529981.9723 | 134721.8096 |
Total P&L (%) | 377.4673 | 191.7368 | 185.7305 | -395.2602 | -529.982 | 134.7218 |
Avg Daily Profit (%) | 0.3671 | 0.1865 | 0.1806 | 0 | 0 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112459 | -102973 | -108949 | -1856197 | -1345573 | -1032227 |
Profit Factor | 1.9679 | 2.0474 | 1.8976 | 0.8987 | 0.7192 | 1.0669 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 19 | 23 | 36 | 17 | 19 |
Losing Trades | 18 | 11 | 7 | 24 | 13 | 11 |
Profitability (%) | 70 | 63.3333 | 76.6667 | 60 | 56.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.8434 | 1.1853 | 0.5775 | 0.5992 | 0.55 | 0.6177 |
Largest Winning Trade | 58417 | 58417 | 44658 | 307806 | 187491 | 307806 |
Largest Losing Trade | -108949 | -43858 | -108949 | -963197 | -506699 | -963197 |
Avg Bars in Trades | 91 | 86 | 97 | 91 | 86 | 97 |
Avg Bars in Winners | 71 | 65 | 76 | 76 | 75 | 77 |
Avg Bars in Losers | 139 | 121 | 168 | 115 | 100 | 133 |
Bars Traded | 5513 | 2582 | 2931 | 5513 | 2582 | 2931 |
Profit Streak | 109.0381 | 109.0381 | 150.3714 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159469 | 465286 | 470585 | -752981 | -579961 | -229103 |
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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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