Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254299.2744 | 162220.5824 | 92078.6919 | 43190.8808 | 104306.9402 | -61116.0594 |
Total P&L (%) | 254.2993 | 162.2206 | 92.0787 | 43.1909 | 104.3069 | -61.1161 |
Avg Daily Profit (%) | 0.187 | 0.1193 | 0.0677 | 0.0264 | 0.0526 | -0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123448 | -64111 | -151455 | -248708 | -74667 | -252276 |
Profit Factor | 1.3411 | 1.5064 | 1.2166 | 1.0479 | 1.3073 | 0.8912 |
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 | 1.2972 | 1.8412 | 0.9303 | 1.0136 | 1.5978 | 0.6815 |
Largest Winning Trade | 67047 | 67047 | 48827 | 79787 | 79787 | 48827 |
Largest Losing Trade | -50801 | -18754 | -50801 | -107340 | -43440 | -107340 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 79 | 86 | 73 | 79 | 86 | 73 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 7929 | 4077 | 3852 | 7929 | 4077 | 3852 |
Profit Streak | 80.5107 | 106.1773 | 80.5107 | 80.5107 | 106.1774 | 80.5107 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350364 | -201003 | -271957 | -325443 | -291218 | -748131 |
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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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