Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278589.1094 | 288210.9976 | -9621.8882 | -112450.391 | 14659.506 | -127109.8971 |
Total P&L (%) | 278.5891 | 288.211 | -9.6219 | -112.4504 | 14.6595 | -127.1099 |
Avg Daily Profit (%) | 0.1498 | 0.155 | -0.0052 | 0 | 0.0074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199139 | -80508 | -211300 | -596073 | -157223 | -493953 |
Profit Factor | 1.3157 | 1.9033 | 0.9829 | 0.8947 | 1.0474 | 0.8325 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 67 | 34 | 33 | 61 | 31 | 30 |
Losing Trades | 53 | 26 | 27 | 59 | 29 | 30 |
Profitability (%) | 55.8333 | 56.6667 | 55 | 50.8333 | 51.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.0408 | 1.4555 | 0.8042 | 0.8654 | 0.9799 | 0.8325 |
Largest Winning Trade | 63882 | 56848 | 63882 | 223649 | 41031 | 223649 |
Largest Losing Trade | -108746 | -37585 | -108746 | -373409 | -58284 | -373409 |
Avg Bars in Trades | 59 | 39 | 79 | 59 | 39 | 79 |
Avg Bars in Winners | 54 | 34 | 74 | 56 | 40 | 73 |
Avg Bars in Losers | 66 | 46 | 85 | 62 | 38 | 85 |
Bars Traded | 7142 | 2370 | 4772 | 7142 | 2370 | 4772 |
Profit Streak | 29.52 | 0 | 40.27 | 0 | 74.52 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314896 | -158577 | -748762 | -580351 | -541825 | -749958 |
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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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