Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271360.8415 | 222843.3474 | 48517.4942 | -18168.9743 | -18427.7252 | 258.7509 |
Total P&L (%) | 271.3608 | 222.8433 | 48.5175 | -18.169 | -18.4277 | 0.2588 |
Avg Daily Profit (%) | 0.2002 | 0.1644 | 0.0358 | -0.0148 | -0.015 | 0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127065 | -83789 | -97402 | -131568 | -74257 | -101976 |
Profit Factor | 1.422 | 1.6485 | 1.1621 | 0.9678 | 0.9397 | 1.001 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 43.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.422 | 2.1558 | 0.8886 | 0.9678 | 1.2288 | 0.7655 |
Largest Winning Trade | 246587 | 246587 | 55603 | 61472 | 61472 | 50744 |
Largest Losing Trade | -50679 | -30644 | -50679 | -52358 | -23234 | -52358 |
Avg Bars in Trades | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Winners | 40 | 24 | 52 | 40 | 24 | 52 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 3812 | 1571 | 2241 | 3812 | 1571 | 2241 |
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 | 315741 | -161056 | -358792 | -580459 | -750606 | -747736 |
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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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