Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355166.5077 | 173695.4683 | 181471.0395 | 18392.441 | 625430.3774 | -607037.9364 |
Total P&L (%) | 355.1665 | 173.6955 | 181.471 | 18.3924 | 625.4304 | -607.0379 |
Avg Daily Profit (%) | 0.2135 | 0.1044 | 0.1091 | 0.0102 | 0.1192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293543 | -215514 | -163600 | -1910290 | -924992 | -1280970 |
Profit Factor | 1.2782 | 1.2434 | 1.3224 | 1.004 | 1.2726 | 0.7377 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 129 | 72 | 57 | 129 | 72 | 57 |
Profitability (%) | 46.25 | 40 | 52.5 | 46.25 | 40 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4855 | 1.8651 | 1.1965 | 1.1668 | 1.909 | 0.6675 |
Largest Winning Trade | 122845 | 122845 | 42229 | 1034961 | 1034961 | 175995 |
Largest Losing Trade | -46583 | -43241 | -46583 | -536858 | -536858 | -419922 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 3278 | 1665 | 1613 | 3278 | 1665 | 1613 |
Profit Streak | 26.3898 | 38.8898 | 26.3898 | 26.3898 | 38.8898 | 26.3898 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316079 | -56036 | -46223 | -402278 | -35737 | -579869 |
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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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