Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267287.768 | 258883.6409 | 8404.1271 | -2115.6742 | 116339.2745 | -118454.9487 |
Total P&L (%) | 267.2878 | 258.8836 | 8.4041 | -2.1157 | 116.3393 | -118.4549 |
Avg Daily Profit (%) | 0.2566 | 0.2485 | 0.0081 | -0.0021 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175854 | -102397 | -178290 | -157603 | -67510 | -180009 |
Profit Factor | 1.2729 | 1.6219 | 1.0149 | 0.9968 | 1.49 | 0.7159 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 50.8333 | 50 | 51.6667 | 50.8333 | 50 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.2311 | 1.6219 | 0.9494 | 0.9641 | 1.49 | 0.6698 |
Largest Winning Trade | 132586 | 132586 | 33655 | 45073 | 45073 | 21987 |
Largest Losing Trade | -65667 | -28680 | -65667 | -48194 | -32534 | -48194 |
Avg Bars in Trades | 101 | 113 | 88 | 101 | 113 | 88 |
Avg Bars in Winners | 89 | 93 | 86 | 89 | 93 | 86 |
Avg Bars in Losers | 113 | 134 | 91 | 113 | 134 | 91 |
Bars Traded | 24298 | 13665 | 10633 | 24298 | 13665 | 10633 |
Profit Streak | 6.5906 | 16.3406 | 0 | 6.5906 | 16.3406 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362721 | 429844 | -553630 | -578725 | -91917 | -580797 |
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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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