Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407009.5751 | 301498.7512 | 105510.8239 | 353859.3607 | 302400.3612 | 51458.9996 |
Total P&L (%) | 407.0096 | 301.4988 | 105.5108 | 353.8594 | 302.4004 | 51.459 |
Avg Daily Profit (%) | 0.1711 | 0.1268 | 0.0444 | 0.0636 | 0.0585 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128528 | -120662 | -57297 | -645932 | -460360 | -238621 |
Profit Factor | 1.5439 | 1.8891 | 1.2578 | 1.1943 | 1.3488 | 1.0539 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 45 | 48.3333 | 41.6667 | 45 | 48.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.887 | 2.0194 | 1.761 | 1.4597 | 1.4418 | 1.4755 |
Largest Winning Trade | 78322 | 78322 | 56991 | 247641 | 227018 | 247641 |
Largest Losing Trade | -50349 | -26932 | -50349 | -176850 | -176850 | -144923 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 81 | 57 | 108 | 81 | 57 | 108 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 6916 | 2872 | 4044 | 6916 | 2872 | 4044 |
Profit Streak | 300.4331 | 355.4331 | 300.4331 | 300.4331 | 355.4331 | 300.4331 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353629 | -188664 | -304457 | -115039 | -282805 | -503716 |
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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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