Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203063.4725 | 137700.1067 | 65363.3659 | 299700.6185 | 278756.6127 | 20944.0058 |
Total P&L (%) | 203.0635 | 137.7001 | 65.3634 | 299.7006 | 278.7566 | 20.944 |
Avg Daily Profit (%) | 0.3899 | 0.2644 | 0.1255 | 0.2664 | 0.256 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48149 | -34507 | -33634 | -283265 | -91719 | -201425 |
Profit Factor | 1.6407 | 1.9316 | 1.3864 | 1.3508 | 1.7639 | 1.0428 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 2.2969 | 2.526 | 2.0796 | 1.8912 | 2.3066 | 1.5642 |
Largest Winning Trade | 52230 | 52230 | 30325 | 130098 | 130098 | 110388 |
Largest Losing Trade | -13300 | -11971 | -13300 | -85292 | -69809 | -85292 |
Avg Bars in Trades | 205 | 195 | 215 | 205 | 195 | 215 |
Avg Bars in Winners | 318 | 301 | 336 | 318 | 301 | 336 |
Avg Bars in Losers | 125 | 114 | 134 | 125 | 114 | 134 |
Bars Traded | 24660 | 11726 | 12934 | 24660 | 11726 | 12934 |
Profit Streak | 0 | 0 | 11.3089 | 0 | 0 | 11.3089 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318948 | -160502 | -197342 | 223307 | -160897 | -495990 |
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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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