Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497580.8454 | 462921.6659 | 34659.1795 | -82719.1434 | 13190.8363 | -95909.9797 |
Total P&L (%) | 497.5808 | 462.9217 | 34.6592 | -82.7191 | 13.1908 | -95.91 |
Avg Daily Profit (%) | 0.2516 | 0.2341 | 0.0175 | -0.0887 | 0.0063 | -0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109799 | -141146 | -186810 | -168639 | -115071 | -203007 |
Profit Factor | 1.754 | 2.3767 | 1.1071 | 0.7964 | 1.0721 | 0.5709 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 58.3333 | 63.3333 | 53.3333 | 58.3333 | 63.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2528 | 1.376 | 0.9687 | 0.5689 | 0.6207 | 0.4995 |
Largest Winning Trade | 148223 | 148223 | 57463 | 40960 | 36368 | 40960 |
Largest Losing Trade | -95844 | -70868 | -95844 | -160317 | -115071 | -160317 |
Avg Bars in Trades | 62 | 74 | 51 | 62 | 74 | 51 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 68 | 104 | 41 | 68 | 104 | 41 |
Bars Traded | 3766 | 2229 | 1537 | 3766 | 2229 | 1537 |
Profit Streak | 0 | 0 | 657.3879 | 0 | 0 | 657.3879 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162142 | 468337 | -275203 | -753197 | -392119 | -579435 |
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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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