Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161274.8553 | 122488.1279 | 38786.7275 | -149478.0807 | 196148.7795 | -345626.8602 |
Total P&L (%) | 161.2749 | 122.4881 | 38.7867 | -149.4781 | 196.1488 | -345.6269 |
Avg Daily Profit (%) | 0.1573 | 0.1195 | 0.0378 | 0 | 0.1059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188221 | -119618 | -122669 | -668108 | -229287 | -477316 |
Profit Factor | 1.2631 | 1.4128 | 1.1226 | 0.8847 | 1.3379 | 0.5172 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 72 | 35 | 37 | 52 | 27 | 25 |
Losing Trades | 48 | 25 | 23 | 68 | 33 | 35 |
Profitability (%) | 60 | 58.3333 | 61.6667 | 43.3333 | 45 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.8421 | 1.0091 | 0.6979 | 1.1569 | 1.6353 | 0.7241 |
Largest Winning Trade | 49955 | 49955 | 32696 | 240869 | 240869 | 116140 |
Largest Losing Trade | -122669 | -56358 | -122669 | -187454 | -115674 | -187454 |
Avg Bars in Trades | 200 | 202 | 199 | 200 | 202 | 199 |
Avg Bars in Winners | 140 | 105 | 173 | 253 | 319 | 182 |
Avg Bars in Losers | 291 | 337 | 241 | 160 | 106 | 212 |
Bars Traded | 24111 | 12141 | 11970 | 24111 | 12141 | 11970 |
Profit Streak | 24.307 | 31.9737 | 24.307 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308431 | -199408 | -398637 | -581385 | -221258 | -753476 |
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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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