Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236262.6712 | 218903.5059 | 17359.1653 | 50245.5224 | 285502.8368 | -235257.3144 |
Total P&L (%) | 236.2627 | 218.9035 | 17.3592 | 50.2455 | 285.5028 | -235.2573 |
Avg Daily Profit (%) | 0.2268 | 0.2101 | 0.0167 | 0.0391 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102712 | -83872 | -94986 | -337159 | -172966 | -335577 |
Profit Factor | 1.4259 | 1.8238 | 1.0601 | 1.0393 | 1.5208 | 0.6782 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.9963 | 2.7357 | 1.3862 | 1.455 | 2.2812 | 0.8869 |
Largest Winning Trade | 198372 | 198372 | 54924 | 308430 | 308430 | 69959 |
Largest Losing Trade | -40053 | -21336 | -40053 | -113152 | -64088 | -113152 |
Avg Bars in Trades | 202 | 197 | 207 | 202 | 197 | 207 |
Avg Bars in Winners | 332 | 325 | 339 | 332 | 325 | 339 |
Avg Bars in Losers | 109 | 111 | 106 | 109 | 111 | 106 |
Bars Traded | 24287 | 11828 | 12459 | 24287 | 11828 | 12459 |
Profit Streak | 46.7893 | 46.7893 | 84.3726 | 46.7893 | 46.7893 | 84.3726 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301749 | -161190 | -504095 | -320764 | -189788 | -751186 |
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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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