Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296167.6749 | 190923.9673 | 105243.7076 | 146441.4462 | 74600.5205 | 71840.9256 |
Total P&L (%) | 296.1677 | 190.924 | 105.2437 | 146.4414 | 74.6005 | 71.8409 |
Avg Daily Profit (%) | 0.2172 | 0.14 | 0.0772 | 0.0662 | 0.0409 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111977 | -95446 | -140707 | -120665 | -138302 | -91820 |
Profit Factor | 1.4098 | 1.481 | 1.323 | 1.2278 | 1.1957 | 1.2745 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 52.5 | 46.6667 | 58.3333 | 52.5 | 46.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2755 | 1.6926 | 0.945 | 1.1109 | 1.3665 | 0.9104 |
Largest Winning Trade | 77894 | 77894 | 37534 | 77210 | 77210 | 63368 |
Largest Losing Trade | -30335 | -30030 | -30335 | -46889 | -34115 | -46889 |
Avg Bars in Trades | 65 | 70 | 61 | 65 | 70 | 61 |
Avg Bars in Winners | 78 | 92 | 67 | 78 | 92 | 67 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 7893 | 4219 | 3674 | 7893 | 4219 | 3674 |
Profit Streak | 39.1337 | 39.1337 | 55.6337 | 39.1337 | 39.1337 | 55.6337 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384235 | -173271 | -258018 | -102773 | -313006 | -308283 |
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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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