Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -67393.4559 | 140807.5025 | -208200.9584 | 1744119.9267 | 597131.4469 | 1146988.4798 |
Total P&L (%) | -67.3935 | 140.8075 | -208.201 | 1744.1199 | 597.1314 | 1146.9885 |
Avg Daily Profit (%) | -0.0544 | 0.1136 | -0.168 | 0.2354 | 0.1568 | 0.2038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -384398 | -29082 | -405256 | -1223486 | -521176 | -1122828 |
Profit Factor | 0.921 | 2.0138 | 0.7083 | 1.2634 | 1.2844 | 1.2537 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 76 | 39 | 37 | 74 | 38 | 36 |
Losing Trades | 44 | 21 | 23 | 46 | 22 | 24 |
Profitability (%) | 63.3333 | 65 | 61.6667 | 61.6667 | 63.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.5332 | 1.0843 | 0.4403 | 0.7854 | 0.7436 | 0.8358 |
Largest Winning Trade | 53976 | 20330 | 53976 | 1657362 | 259918 | 1657362 |
Largest Losing Trade | -295819 | -18034 | -295819 | -981990 | -339001 | -981990 |
Avg Bars in Trades | 61 | 18 | 103 | 61 | 18 | 103 |
Avg Bars in Winners | 55 | 19 | 93 | 53 | 18 | 90 |
Avg Bars in Losers | 70 | 17 | 118 | 73 | 19 | 121 |
Bars Traded | 7320 | 1124 | 6196 | 7320 | 1124 | 6196 |
Profit Streak | 24.9653 | 0 | 39.7986 | 24.9653 | 0 | 39.7986 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578187 | -205582 | -747458 | 320692 | -161183 | -160692 |
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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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