Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63184.3368 | 45675.8687 | 17508.4681 | -55339.2809 | 53757.6932 | -109096.9742 |
Total P&L (%) | 63.1843 | 45.6759 | 17.5085 | -55.3393 | 53.7577 | -109.097 |
Avg Daily Profit (%) | 0.2426 | 0.1754 | 0.0672 | -0.3091 | 0.1653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87733 | -37896 | -87279 | -203887 | -40323 | -202827 |
Profit Factor | 1.2214 | 1.4155 | 1.0998 | 0.8736 | 1.4785 | 0.6649 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 72.5 | 68.3333 | 76.6667 | 72.5 | 68.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.4633 | 0.656 | 0.3347 | 0.3314 | 0.6851 | 0.2023 |
Largest Winning Trade | 16250 | 8880 | 16250 | 17412 | 11545 | 17412 |
Largest Losing Trade | -87279 | -31128 | -87279 | -202827 | -32682 | -202827 |
Avg Bars in Trades | 199 | 210 | 188 | 199 | 210 | 188 |
Avg Bars in Winners | 102 | 113 | 91 | 102 | 113 | 91 |
Avg Bars in Losers | 456 | 418 | 506 | 456 | 418 | 506 |
Bars Traded | 23945 | 12627 | 11318 | 23945 | 12627 | 11318 |
Profit Streak | 5.3824 | 5.3824 | 19.8512 | 5.3824 | 5.3824 | 19.8512 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315494 | -162674 | -389792 | -577482 | -161740 | -746426 |
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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) |
---|