Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374825.1058 | 243411.9897 | 131413.1161 | 187844.7278 | 217348.3887 | -29503.6609 |
Total P&L (%) | 374.8251 | 243.412 | 131.4131 | 187.8447 | 217.3484 | -29.5037 |
Avg Daily Profit (%) | 0.277 | 0.1799 | 0.0971 | 0.0782 | 0.0854 | -0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167904 | -102480 | -85620 | -391379 | -316516 | -330712 |
Profit Factor | 1.5401 | 1.7276 | 1.3656 | 1.0945 | 1.2557 | 0.9741 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 44.1667 | 35 | 53.3333 | 44.1667 | 35 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9469 | 3.2083 | 1.1949 | 1.3836 | 2.332 | 0.8523 |
Largest Winning Trade | 141506 | 141506 | 52104 | 216040 | 216040 | 139447 |
Largest Losing Trade | -41595 | -27063 | -41595 | -211932 | -84096 | -211932 |
Avg Bars in Trades | 65 | 55 | 76 | 65 | 55 | 76 |
Avg Bars in Winners | 100 | 88 | 108 | 100 | 88 | 108 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 7888 | 3311 | 4577 | 7888 | 3311 | 4577 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323683 | -164568 | -231597 | -207181 | -253348 | -749526 |
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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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