Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329353.4552 | 206870.5721 | 122482.8831 | 1146814.4259 | 844424.9539 | 302389.472 |
Total P&L (%) | 329.3535 | 206.8706 | 122.4829 | 1146.8144 | 844.425 | 302.3895 |
Avg Daily Profit (%) | 0.6324 | 0.3972 | 0.2352 | 0.4856 | 0.4321 | 0.2677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35912 | -34351 | -24065 | -561829 | -224576 | -379104 |
Profit Factor | 2.3162 | 2.6326 | 1.9916 | 1.6615 | 2.0206 | 1.3337 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.2426 | 3.9489 | 2.6043 | 2.3262 | 3.0309 | 1.7441 |
Largest Winning Trade | 78958 | 78958 | 27268 | 379636 | 379636 | 263882 |
Largest Losing Trade | -9171 | -8986 | -9171 | -146164 | -139481 | -146164 |
Avg Bars in Trades | 204 | 196 | 212 | 204 | 196 | 212 |
Avg Bars in Winners | 348 | 330 | 365 | 348 | 330 | 365 |
Avg Bars in Losers | 100 | 106 | 94 | 100 | 106 | 94 |
Bars Traded | 24493 | 11765 | 12728 | 24493 | 11765 | 12728 |
Profit Streak | 11.4793 | 34.3543 | 0 | 11.4793 | 34.3543 | 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 | 463250 | -158595 | -160636 | 387623 | -159061 | -162741 |
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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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