Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395985.1334 | 193389.1357 | 202595.9977 | 958770.3058 | 560955.2705 | 397815.0353 |
Total P&L (%) | 395.9851 | 193.3891 | 202.596 | 958.7703 | 560.9553 | 397.815 |
Avg Daily Profit (%) | 0.2341 | 0.1143 | 0.1198 | 0.1396 | 0.1117 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96853 | -62071 | -60927 | -1356277 | -900159 | -867357 |
Profit Factor | 1.8819 | 1.7911 | 1.9903 | 1.2415 | 1.2647 | 1.2151 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 50.8333 | 45 | 56.6667 | 50.8333 | 45 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8202 | 2.1892 | 1.522 | 1.2008 | 1.5457 | 0.9292 |
Largest Winning Trade | 86511 | 86511 | 57380 | 597418 | 597418 | 370245 |
Largest Losing Trade | -32499 | -24258 | -32499 | -362840 | -362840 | -325786 |
Avg Bars in Trades | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Winners | 75 | 71 | 78 | 75 | 71 | 78 |
Avg Bars in Losers | 32 | 27 | 39 | 32 | 27 | 39 |
Bars Traded | 6529 | 2818 | 3711 | 6529 | 2818 | 3711 |
Profit Streak | 56.619 | 57.119 | 56.619 | 56.619 | 57.119 | 56.619 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485362 | -206672 | -196219 | -4504 | -212168 | -235225 |
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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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