Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88688.6839 | 52958.0641 | 35730.6198 | 92747.2678 | 67229.3149 | 25517.9528 |
Total P&L (%) | 88.6887 | 52.9581 | 35.7306 | 92.7473 | 67.2293 | 25.518 |
Avg Daily Profit (%) | 0.6385 | 0.3812 | 0.2572 | 0.4735 | 0.3709 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49066 | -23040 | -41142 | -62857 | -30814 | -54462 |
Profit Factor | 1.5335 | 1.8305 | 1.3487 | 1.4437 | 1.8726 | 1.1933 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 74.1667 | 70 | 78.3333 | 74.1667 | 70 | 78.3333 |
Ratio Avg Win / Avg Loss | 0.5341 | 0.7845 | 0.373 | 0.5028 | 0.8025 | 0.3301 |
Largest Winning Trade | 11657 | 8256 | 11657 | 14700 | 14700 | 11414 |
Largest Losing Trade | -34687 | -12624 | -34687 | -42474 | -15436 | -42474 |
Avg Bars in Trades | 108 | 104 | 111 | 108 | 104 | 111 |
Avg Bars in Winners | 70 | 62 | 77 | 70 | 62 | 77 |
Avg Bars in Losers | 216 | 202 | 235 | 216 | 202 | 235 |
Bars Traded | 12978 | 6276 | 6702 | 12978 | 6276 | 6702 |
Profit Streak | 129.024 | 129.024 | 138.2324 | 129.024 | 129.024 | 138.2324 |
Trades During Streak | 4 | 2 | 10 | 4 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523626 | -158680 | -161490 | 453106 | -157736 | -171461 |
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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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