Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602058.2378 | 446562.4317 | 155495.806 | 2222154.7156 | 1091652.1611 | 1130502.5546 |
Total P&L (%) | 602.0582 | 446.5624 | 155.4958 | 2222.1547 | 1091.6522 | 1130.5026 |
Avg Daily Profit (%) | 0.3721 | 0.276 | 0.0961 | 0.1946 | 0.1533 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112094 | -134746 | -150664 | -535895 | -691378 | -279024 |
Profit Factor | 2.007 | 2.49 | 1.5215 | 1.7704 | 1.6193 | 2.0079 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 44.1667 | 38.3333 | 50 | 44.1667 | 38.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.5372 | 4.0056 | 1.5215 | 2.238 | 2.6049 | 2.0079 |
Largest Winning Trade | 150594 | 150594 | 63202 | 1010925 | 1010925 | 636091 |
Largest Losing Trade | -38273 | -24707 | -38273 | -322539 | -322539 | -250653 |
Avg Bars in Trades | 156 | 142 | 170 | 156 | 142 | 170 |
Avg Bars in Winners | 271 | 264 | 276 | 271 | 264 | 276 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 18771 | 8550 | 10221 | 18771 | 8550 | 10221 |
Profit Streak | 496.4155 | 501.5822 | 0 | 496.4155 | 501.5822 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430438 | -160394 | -231299 | 359375 | -162707 | -157709 |
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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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