Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284744.3593 | 271422.2122 | 13322.1471 | -6956.1378 | 75303.8987 | -82260.0365 |
Total P&L (%) | 284.7444 | 271.4222 | 13.3221 | -6.9561 | 75.3039 | -82.26 |
Avg Daily Profit (%) | 0.2734 | 0.2606 | 0.0128 | -0.0069 | 0.0539 | -0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162850 | -122022 | -112861 | -316256 | -231750 | -222393 |
Profit Factor | 1.4616 | 1.8896 | 1.0427 | 0.9932 | 1.1548 | 0.8472 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 42.5 | 36.6667 | 48.3333 | 42.5 | 36.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.9775 | 3.2639 | 1.1146 | 1.3438 | 1.9946 | 0.9056 |
Largest Winning Trade | 302710 | 302710 | 30243 | 252606 | 252606 | 75109 |
Largest Losing Trade | -49731 | -27240 | -49731 | -148371 | -62133 | -148371 |
Avg Bars in Trades | 205 | 190 | 219 | 205 | 190 | 219 |
Avg Bars in Winners | 323 | 287 | 350 | 323 | 287 | 350 |
Avg Bars in Losers | 117 | 134 | 96 | 117 | 134 | 96 |
Bars Traded | 24604 | 11444 | 13160 | 24604 | 11444 | 13160 |
Profit Streak | 40.7106 | 40.7106 | 78.7106 | 40.7106 | 40.7106 | 78.7106 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317522 | -162368 | -580557 | -580722 | -344208 | -749642 |
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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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