Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317082.5487 | 125675.3342 | 191407.2145 | 32151.7325 | -49656.0216 | 81807.7541 |
Total P&L (%) | 317.0825 | 125.6753 | 191.4072 | 32.1517 | -49.656 | 81.8078 |
Avg Daily Profit (%) | 0.2105 | 0.0834 | 0.1271 | 0.0185 | -0.0455 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176106 | -98417 | -124609 | -252157 | -191271 | -146039 |
Profit Factor | 1.4179 | 1.2909 | 1.586 | 1.0365 | 0.8969 | 1.205 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 58.3333 | 48.3333 | 68.3333 | 58.3333 | 48.3333 | 68.3333 |
Ratio Avg Win / Avg Loss | 1.0128 | 1.3799 | 0.735 | 0.7404 | 0.9587 | 0.5584 |
Largest Winning Trade | 100474 | 100474 | 37090 | 105100 | 105100 | 36707 |
Largest Losing Trade | -73572 | -41741 | -73572 | -114493 | -78406 | -114493 |
Avg Bars in Trades | 74 | 73 | 74 | 74 | 73 | 74 |
Avg Bars in Winners | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 8891 | 4419 | 4472 | 8891 | 4419 | 4472 |
Profit Streak | 78.9054 | 91.4054 | 78.9054 | 78.9054 | 91.4054 | 78.9054 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411272 | -250016 | -188670 | -350166 | -749246 | -307487 |
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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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