Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280646.3466 | 124822.9376 | 155823.409 | 316394.839 | 28533.9844 | 287860.8546 |
Total P&L (%) | 280.6463 | 124.8229 | 155.8234 | 316.3948 | 28.534 | 287.8609 |
Avg Daily Profit (%) | 0.273 | 0.1214 | 0.1516 | 0.1389 | 0.0244 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73738 | -81714 | -57377 | -234683 | -236160 | -79316 |
Profit Factor | 1.8788 | 1.584 | 2.4751 | 1.4626 | 1.057 | 2.5722 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 66.6667 | 60 | 73.3333 | 66.6667 | 60 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.9394 | 1.056 | 0.9001 | 0.7313 | 0.7047 | 0.9353 |
Largest Winning Trade | 89042 | 89042 | 36720 | 109462 | 98566 | 109462 |
Largest Losing Trade | -49444 | -49444 | -36991 | -201511 | -201511 | -52388 |
Avg Bars in Trades | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Winners | 35 | 21 | 47 | 35 | 21 | 47 |
Avg Bars in Losers | 114 | 142 | 71 | 114 | 142 | 71 |
Bars Traded | 3704 | 2093 | 1611 | 3704 | 2093 | 1611 |
Profit Streak | 64.4563 | 141.4563 | 64.4563 | 64.4563 | 141.4563 | 64.4563 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161333 | -26489 | 456581 | -178619 | -320404 | -11219 |
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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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