Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94456.9281 | 32582.5993 | 61874.3288 | 51838.3352 | 54677.0877 | -2838.7525 |
Total P&L (%) | 94.4569 | 32.5826 | 61.8743 | 51.8383 | 54.6771 | -2.8388 |
Avg Daily Profit (%) | 0.3627 | 0.1251 | 0.2376 | 0.1605 | 0.1676 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67798 | -33424 | -68011 | -189428 | -40772 | -190696 |
Profit Factor | 1.3317 | 1.2249 | 1.4423 | 1.1009 | 1.2556 | 0.9905 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 64.1667 | 56.6667 | 71.6667 | 64.1667 | 56.6667 | 71.6667 |
Ratio Avg Win / Avg Loss | 0.7437 | 0.9367 | 0.5702 | 0.6148 | 0.9602 | 0.3916 |
Largest Winning Trade | 18976 | 18669 | 18976 | 26461 | 24961 | 26461 |
Largest Losing Trade | -54821 | -27187 | -54821 | -148380 | -29964 | -148380 |
Avg Bars in Trades | 202 | 197 | 207 | 202 | 197 | 207 |
Avg Bars in Winners | 119 | 104 | 130 | 119 | 104 | 130 |
Avg Bars in Losers | 351 | 319 | 400 | 351 | 319 | 400 |
Bars Traded | 24283 | 11853 | 12430 | 24283 | 11853 | 12430 |
Profit Streak | 6.4565 | 13.2795 | 6.4565 | 6.4565 | 13.2795 | 6.4565 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343682 | -199117 | -160389 | -103167 | -163740 | -747854 |
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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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