Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159578.9332 | 93284.8638 | 66294.0694 | 240649.6038 | 166217.1075 | 74432.4963 |
Total P&L (%) | 159.5789 | 93.2849 | 66.2941 | 240.6496 | 166.2171 | 74.4325 |
Avg Daily Profit (%) | 0.3064 | 0.1791 | 0.1273 | 0.2356 | 0.1882 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39555 | -51737 | -39357 | -65395 | -89320 | -69527 |
Profit Factor | 1.5578 | 1.5575 | 1.5583 | 1.5049 | 1.6504 | 1.3367 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 59.1667 | 60 | 58.3333 | 59.1667 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0751 | 1.0383 | 1.1131 | 1.0386 | 1.1003 | 0.9548 |
Largest Winning Trade | 22959 | 22959 | 13319 | 35072 | 35072 | 23290 |
Largest Losing Trade | -22574 | -22574 | -22092 | -39684 | -35031 | -39684 |
Avg Bars in Trades | 205 | 300 | 110 | 205 | 300 | 110 |
Avg Bars in Winners | 177 | 239 | 112 | 177 | 239 | 112 |
Avg Bars in Losers | 246 | 393 | 106 | 246 | 393 | 106 |
Bars Traded | 24675 | 18057 | 6618 | 24675 | 18057 | 6618 |
Profit Streak | 4.705 | 4.7467 | 4.705 | 4.705 | 4.7467 | 4.705 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433195 | -158874 | -189907 | 399767 | -158439 | -219887 |
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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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