Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425479.8576 | 394956.0126 | 30523.8449 | 23749.1934 | 522975.6111 | -499226.4177 |
Total P&L (%) | 425.4799 | 394.956 | 30.5238 | 23.7492 | 522.9756 | -499.2264 |
Avg Daily Profit (%) | 0.2152 | 0.1997 | 0.0154 | 0.0108 | 0.0926 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94667 | -39592 | -164648 | -617570 | -119021 | -654856 |
Profit Factor | 1.6391 | 2.5757 | 1.0735 | 1.0126 | 1.9275 | 0.6239 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Profitability (%) | 50 | 55 | 45 | 50 | 55 | 45 |
Ratio Avg Win / Avg Loss | 1.6391 | 2.1074 | 1.3121 | 1.0126 | 1.5771 | 0.7625 |
Largest Winning Trade | 106816 | 106816 | 75485 | 262008 | 146612 | 262008 |
Largest Losing Trade | -90891 | -27982 | -90891 | -592015 | -76401 | -592015 |
Avg Bars in Trades | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Winners | 43 | 28 | 61 | 43 | 28 | 61 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 3687 | 1453 | 2234 | 3687 | 1453 | 2234 |
Profit Streak | 0 | 0 | 548.0868 | 0 | 0 | 548.0868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402221 | -155724 | -485471 | -389222 | -233583 | -751319 |
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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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