Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534731.2804 | 508813.4616 | 25917.8188 | 25002.3947 | 55783.327 | -30780.9323 |
Total P&L (%) | 534.7313 | 508.8135 | 25.9178 | 25.0024 | 55.7833 | -30.7809 |
Avg Daily Profit (%) | 0.2271 | 0.2161 | 0.011 | 0.0095 | 0.0188 | -0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132195 | -93970 | -207388 | -124053 | -106549 | -171435 |
Profit Factor | 1.531 | 2.1038 | 1.0475 | 1.0352 | 1.1587 | 0.9141 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 47.5 | 46.6667 | 48.3333 | 47.5 | 46.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.6921 | 2.4044 | 1.1197 | 1.1442 | 1.3242 | 0.9772 |
Largest Winning Trade | 141524 | 141524 | 73885 | 57588 | 45794 | 57588 |
Largest Losing Trade | -73363 | -51570 | -73363 | -68634 | -58877 | -68634 |
Avg Bars in Trades | 55 | 40 | 70 | 55 | 40 | 70 |
Avg Bars in Winners | 65 | 37 | 91 | 65 | 37 | 91 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 6658 | 2444 | 4214 | 6658 | 2444 | 4214 |
Profit Streak | 121.0564 | 121.0564 | 141.3897 | 121.0564 | 121.0564 | 141.3897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402488 | -157736 | -519185 | -365217 | -384561 | -750035 |
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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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