Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124573.6774 | 61313.4817 | 63260.1957 | 155960.1965 | 103855.0858 | 52105.1107 |
Total P&L (%) | 124.5737 | 61.3135 | 63.2602 | 155.9602 | 103.8551 | 52.1051 |
Avg Daily Profit (%) | 0.4784 | 0.2354 | 0.2429 | 0.3616 | 0.2739 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70552 | -64348 | -25250 | -60806 | -53402 | -49619 |
Profit Factor | 1.4969 | 1.4432 | 1.563 | 1.4472 | 1.5783 | 1.3081 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 43.3333 | 36.6667 | 50 | 43.3333 | 36.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.9574 | 2.4927 | 1.563 | 1.8925 | 2.7262 | 1.3081 |
Largest Winning Trade | 38755 | 38755 | 20573 | 40015 | 40015 | 28252 |
Largest Losing Trade | -13617 | -13617 | -11669 | -25537 | -13978 | -25537 |
Avg Bars in Trades | 205 | 221 | 189 | 205 | 221 | 189 |
Avg Bars in Winners | 282 | 305 | 265 | 282 | 305 | 265 |
Avg Bars in Losers | 147 | 173 | 113 | 147 | 173 | 113 |
Bars Traded | 24698 | 13317 | 11381 | 24698 | 13317 | 11381 |
Profit Streak | 0 | 0 | 11.8483 | 0 | 0 | 11.8483 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314227 | -166624 | -159147 | 267369 | -164890 | -163259 |
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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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