Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604299.9246 | 527186.7586 | 77113.166 | 500583.8919 | 336371.5004 | 164212.3916 |
Total P&L (%) | 604.2999 | 527.1868 | 77.1132 | 500.5839 | 336.3715 | 164.2124 |
Avg Daily Profit (%) | 0.3223 | 0.2812 | 0.0411 | 0.0957 | 0.0786 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75680 | -81392 | -55808 | -361870 | -304433 | -211009 |
Profit Factor | 2.5149 | 3.5742 | 1.3973 | 1.3531 | 1.4443 | 1.2486 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.7724 | 6.1737 | 1.8272 | 2.0297 | 2.4946 | 1.6328 |
Largest Winning Trade | 463368 | 463368 | 58221 | 437038 | 437038 | 196943 |
Largest Losing Trade | -36740 | -36740 | -25283 | -127199 | -127199 | -102567 |
Avg Bars in Trades | 88 | 81 | 96 | 88 | 81 | 96 |
Avg Bars in Winners | 128 | 116 | 138 | 128 | 116 | 138 |
Avg Bars in Losers | 62 | 60 | 65 | 62 | 60 | 65 |
Bars Traded | 5339 | 2437 | 2902 | 5339 | 2437 | 2902 |
Profit Streak | 0 | 55.3783 | 0 | 0 | 55.3783 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163789 | 389163 | -138820 | -240992 | -90589 | -125457 |
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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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