Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121900.2189 | 48016.2119 | 73884.007 | 178382.7684 | 81014.7241 | 97368.0444 |
Total P&L (%) | 121.9002 | 48.0162 | 73.884 | 178.3828 | 81.0147 | 97.368 |
Avg Daily Profit (%) | 0.4681 | 0.1844 | 0.2837 | 0.3939 | 0.2281 | 0.2614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38209 | -23951 | -34361 | -90608 | -51673 | -83951 |
Profit Factor | 1.6371 | 1.4909 | 1.79 | 1.4348 | 1.4136 | 1.4542 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 59.1667 | 53.3333 | 65 | 59.1667 | 53.3333 | 65 |
Ratio Avg Win / Avg Loss | 1.1298 | 1.3045 | 0.9638 | 0.9902 | 1.2369 | 0.783 |
Largest Winning Trade | 14314 | 13551 | 14314 | 28921 | 26447 | 28921 |
Largest Losing Trade | -20943 | -17602 | -20943 | -44672 | -33538 | -44672 |
Avg Bars in Trades | 205 | 218 | 193 | 205 | 218 | 193 |
Avg Bars in Winners | 178 | 193 | 165 | 178 | 193 | 165 |
Avg Bars in Losers | 245 | 246 | 243 | 245 | 246 | 243 |
Bars Traded | 24671 | 13083 | 11588 | 24671 | 13083 | 11588 |
Profit Streak | 6.3092 | 6.6633 | 6.3092 | 6.3092 | 6.6633 | 6.3092 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489348 | -161752 | -158984 | 367605 | -160341 | -160433 |
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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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