Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169613.2254 | 43789.7559 | 125823.4695 | -35818.1817 | -37267.5773 | 1449.3955 |
Total P&L (%) | 169.6132 | 43.7898 | 125.8235 | -35.8182 | -37.2676 | 1.4494 |
Avg Daily Profit (%) | 0.1646 | 0.0425 | 0.1221 | -0.043 | -0.0452 | 0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151090 | -120774 | -114550 | -186028 | -121665 | -111145 |
Profit Factor | 1.3348 | 1.1357 | 1.6842 | 0.9077 | 0.8369 | 1.0091 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 60 | 51.6667 | 68.3333 | 60 | 51.6667 | 68.3333 |
Ratio Avg Win / Avg Loss | 0.8899 | 1.0624 | 0.7805 | 0.6051 | 0.7829 | 0.4676 |
Largest Winning Trade | 47280 | 47280 | 34926 | 38567 | 38567 | 22222 |
Largest Losing Trade | -85500 | -43296 | -85500 | -106458 | -39024 | -106458 |
Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 45 | 56 | 29 | 45 | 56 | 29 |
Bars Traded | 3769 | 2331 | 1438 | 3769 | 2331 | 1438 |
Profit Streak | 20.9471 | 21.6971 | 20.9471 | 20.9471 | 21.6971 | 20.9471 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310261 | -377702 | -195568 | -578108 | -749192 | -734905 |
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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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