Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321470.3454 | 163162.0909 | 158308.2545 | -669313.5164 | -118702.6145 | -550610.9019 |
Total P&L (%) | 321.4703 | 163.1621 | 158.3083 | -669.3135 | -118.7026 | -550.6109 |
Avg Daily Profit (%) | 0.2878 | 0.1461 | 0.1417 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129318 | -41520 | -133534 | -886731 | -266477 | -690236 |
Profit Factor | 1.707 | 1.8242 | 1.6166 | 0.584 | 0.8364 | 0.3767 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 80 | 37 | 43 | 47 | 26 | 21 |
Losing Trades | 40 | 23 | 17 | 73 | 34 | 39 |
Profitability (%) | 66.6667 | 61.6667 | 71.6667 | 39.1667 | 43.3333 | 35 |
Ratio Avg Win / Avg Loss | 0.8535 | 1.134 | 0.6391 | 0.907 | 1.0937 | 0.6995 |
Largest Winning Trade | 30801 | 29516 | 30801 | 109626 | 109626 | 50286 |
Largest Losing Trade | -116121 | -22223 | -116121 | -268880 | -104886 | -268880 |
Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Winners | 29 | 24 | 33 | 38 | 39 | 37 |
Avg Bars in Losers | 46 | 57 | 32 | 32 | 34 | 30 |
Bars Traded | 4202 | 2215 | 1987 | 4202 | 2215 | 1987 |
Profit Streak | 41.396 | 41.396 | 82.646 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442611 | -162811 | -168470 | -584672 | -750884 | -756069 |
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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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