Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135070.2287 | 41369.6861 | 93700.5426 | 95962.9733 | 44280.1722 | 51682.8011 |
Total P&L (%) | 135.0702 | 41.3697 | 93.7005 | 95.963 | 44.2802 | 51.6828 |
Avg Daily Profit (%) | 0.2593 | 0.0794 | 0.1799 | 0.1293 | 0.0704 | 0.08 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75110 | -45052 | -63806 | -123356 | -81738 | -105281 |
Profit Factor | 1.35 | 1.2332 | 1.4495 | 1.1623 | 1.1809 | 1.1493 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
Profitability (%) | 65 | 55 | 75 | 65 | 55 | 75 |
Ratio Avg Win / Avg Loss | 0.7269 | 1.009 | 0.4832 | 0.6259 | 0.9662 | 0.3831 |
Largest Winning Trade | 20434 | 20434 | 18618 | 35162 | 35162 | 28776 |
Largest Losing Trade | -39877 | -19299 | -39877 | -83541 | -36682 | -83541 |
Avg Bars in Trades | 203 | 220 | 185 | 203 | 220 | 185 |
Avg Bars in Winners | 130 | 144 | 121 | 130 | 144 | 121 |
Avg Bars in Losers | 337 | 314 | 379 | 337 | 314 | 379 |
Bars Traded | 24398 | 13254 | 11144 | 24398 | 13254 | 11144 |
Profit Streak | 13.569 | 25.1107 | 13.569 | 13.569 | 25.1107 | 13.569 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346430 | -257401 | -159126 | -61310 | -292091 | -311250 |
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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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