Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60984.2305 | 36422.9003 | 24561.3302 | 51337.7148 | 49385.8433 | 1951.8715 |
Total P&L (%) | 60.9842 | 36.4229 | 24.5613 | 51.3377 | 49.3858 | 1.9519 |
Avg Daily Profit (%) | 0.439 | 0.2622 | 0.1768 | 0.2987 | 0.2894 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41201 | -8421 | -54415 | -84185 | -10643 | -104683 |
Profit Factor | 1.5194 | 3.7212 | 1.2361 | 1.2704 | 3.5812 | 1.0114 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Profitability (%) | 66.6667 | 73.3333 | 60 | 66.6667 | 73.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.7597 | 1.3532 | 0.8241 | 0.6352 | 1.3023 | 0.6743 |
Largest Winning Trade | 22252 | 8510 | 22252 | 21173 | 11200 | 21173 |
Largest Losing Trade | -29228 | -8421 | -29228 | -53467 | -10643 | -53467 |
Avg Bars in Trades | 217 | 22 | 412 | 217 | 22 | 412 |
Avg Bars in Winners | 149 | 21 | 307 | 149 | 21 | 307 |
Avg Bars in Losers | 351 | 25 | 569 | 351 | 25 | 569 |
Bars Traded | 13030 | 666 | 12364 | 13030 | 666 | 12364 |
Profit Streak | 0 | 0 | 143.2974 | 0 | 0 | 143.2974 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164299 | 461964 | 73107 | -167663 | 508104 | -549218 |
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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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