Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301801.0607 | 226852.3986 | 74948.662 | -424919.897 | -148486.0043 | -276433.8926 |
Total P&L (%) | 301.8011 | 226.8524 | 74.9487 | -424.9199 | -148.486 | -276.4339 |
Avg Daily Profit (%) | 0.2897 | 0.2178 | 0.072 | 0 | 0 | 0 |
Buy And Hold Return (%) | 20.4532 | 20.4532 | 20.4532 | 20.4532 | 20.4532 | 20.4532 |
Max Trade Drawdown | -117373 | -60125 | -125371 | -464800 | -163124 | -382805 |
Profit Factor | 1.5833 | 2.173 | 1.2313 | 0.6257 | 0.6914 | 0.5773 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 93 | 45 | 48 | 30 | 17 | 13 |
Losing Trades | 27 | 15 | 12 | 90 | 43 | 47 |
Profitability (%) | 77.5 | 75 | 80 | 25 | 28.3333 | 21.6667 |
Ratio Avg Win / Avg Loss | 0.4597 | 0.7243 | 0.3078 | 1.8771 | 1.7489 | 2.0873 |
Largest Winning Trade | 25261 | 25261 | 18800 | 132338 | 105046 | 132338 |
Largest Losing Trade | -117373 | -37825 | -117373 | -162592 | -42077 | -162592 |
Avg Bars in Trades | 204 | 218 | 190 | 204 | 218 | 190 |
Avg Bars in Winners | 132 | 142 | 123 | 398 | 410 | 382 |
Avg Bars in Losers | 452 | 445 | 460 | 139 | 142 | 137 |
Bars Traded | 24546 | 13108 | 11438 | 24546 | 13108 | 11438 |
Profit Streak | 26.3093 | 26.3093 | 48.5177 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511209 | -155792 | -265270 | -607496 | -762581 | -791964 |
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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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