Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298776.8519 | 184651.0847 | 114125.7672 | 178297.2161 | -722397.7536 | 900694.9696 |
Total P&L (%) | 298.7769 | 184.6511 | 114.1258 | 178.2972 | -722.3978 | 900.695 |
Avg Daily Profit (%) | 0.1586 | 0.098 | 0.0606 | 0.0543 | 0 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160320 | -97482 | -64549 | -2084605 | -1670804 | -452011 |
Profit Factor | 1.726 | 1.803 | 1.6286 | 1.0473 | 0.7258 | 1.7913 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 57.5 | 55 | 60 | 57.5 | 55 | 60 |
Ratio Avg Win / Avg Loss | 1.2758 | 1.4752 | 1.0857 | 0.7741 | 0.5938 | 1.1942 |
Largest Winning Trade | 96417 | 96417 | 32440 | 459377 | 279376 | 459377 |
Largest Losing Trade | -69845 | -69845 | -64427 | -1545697 | -1545697 | -334415 |
Avg Bars in Trades | 90 | 105 | 75 | 90 | 105 | 75 |
Avg Bars in Winners | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Losers | 123 | 147 | 95 | 123 | 147 | 95 |
Bars Traded | 10827 | 6301 | 4526 | 10827 | 6301 | 4526 |
Profit Streak | 15.831 | 0 | 41.6643 | 15.831 | 0 | 41.6643 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406700 | -228372 | -276460 | -288698 | -749310 | -193407 |
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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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