Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364535.5346 | 295990.7063 | 68544.8283 | -104.2372 | 134979.8843 | -135084.1215 |
Total P&L (%) | 364.5355 | 295.9907 | 68.5448 | -0.1042 | 134.9799 | -135.0841 |
Avg Daily Profit (%) | 0.1678 | 0.1362 | 0.0315 | 0 | 0.0393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176852 | -172929 | -91971 | -790881 | -529312 | -344719 |
Profit Factor | 1.326 | 1.543 | 1.1196 | 1 | 1.0845 | 0.8992 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 45.8333 | 45 | 46.6667 | 45.8333 | 45 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5671 | 1.8859 | 1.2796 | 1.1818 | 1.3255 | 1.0276 |
Largest Winning Trade | 106961 | 106961 | 50061 | 253508 | 253508 | 91726 |
Largest Losing Trade | -56138 | -40952 | -56138 | -319924 | -319924 | -244000 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 6317 | 3249 | 3068 | 6317 | 3249 | 3068 |
Profit Streak | 4.6334 | 5.6334 | 0 | 4.6334 | 5.6334 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323457 | -9707 | -241047 | -578825 | -269108 | -580365 |
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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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