Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303074.1596 | 270706.4645 | 32367.6951 | -116649.9561 | 306368.6703 | -423018.6265 |
Total P&L (%) | 303.0742 | 270.7065 | 32.3677 | -116.65 | 306.3687 | -423.0186 |
Avg Daily Profit (%) | 0.1598 | 0.1428 | 0.0171 | 0 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153763 | -115397 | -112901 | -471211 | -40260 | -468131 |
Profit Factor | 1.4969 | 1.6728 | 1.156 | 0.8215 | 3.2194 | 0.1791 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 98 | 51 | 47 | 34 | 16 | 18 |
Losing Trades | 22 | 9 | 13 | 86 | 44 | 42 |
Profitability (%) | 81.6667 | 85 | 78.3333 | 28.3333 | 26.6667 | 30 |
Ratio Avg Win / Avg Loss | 0.336 | 0.2952 | 0.3197 | 2.0778 | 8.8533 | 0.418 |
Largest Winning Trade | 71464 | 71464 | 19852 | 150638 | 150638 | 20659 |
Largest Losing Trade | -103708 | -60226 | -103708 | -427542 | -29957 | -427542 |
Avg Bars in Trades | 44 | 84 | 4 | 44 | 84 | 4 |
Avg Bars in Winners | 14 | 25 | 2 | 114 | 237 | 5 |
Avg Bars in Losers | 178 | 419 | 11 | 16 | 28 | 4 |
Bars Traded | 5351 | 5068 | 283 | 5351 | 5068 | 283 |
Profit Streak | 79.3707 | 89.0374 | 79.3707 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450308 | -165392 | -388259 | -592805 | -279961 | -757736 |
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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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