Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369803.5198 | 284939.9211 | 84863.5987 | 41048.5106 | 148238.1734 | -107189.6627 |
Total P&L (%) | 369.8035 | 284.9399 | 84.8636 | 41.0485 | 148.2382 | -107.1897 |
Avg Daily Profit (%) | 0.1964 | 0.1513 | 0.0451 | 0.0183 | 0.0483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141319 | -74695 | -125695 | -349712 | -88606 | -376540 |
Profit Factor | 1.5008 | 1.8416 | 1.2123 | 1.0401 | 1.3797 | 0.8305 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 55 | 56.6667 | 53.3333 | 55 | 56.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.228 | 1.4083 | 1.0607 | 0.851 | 1.055 | 0.7267 |
Largest Winning Trade | 76318 | 76318 | 66207 | 84500 | 84500 | 79658 |
Largest Losing Trade | -85141 | -33416 | -85141 | -243128 | -47197 | -243128 |
Avg Bars in Trades | 60 | 28 | 91 | 60 | 28 | 91 |
Avg Bars in Winners | 73 | 30 | 117 | 73 | 30 | 117 |
Avg Bars in Losers | 44 | 25 | 61 | 44 | 25 | 61 |
Bars Traded | 7215 | 1713 | 5502 | 7215 | 1713 | 5502 |
Profit Streak | 55.963 | 0 | 69.713 | 55.963 | 0 | 69.713 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375475 | -158449 | -301349 | -347090 | -295868 | -748968 |
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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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