Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418363.8466 | 268687.5683 | 149676.2783 | -192157.2282 | 179365.3371 | -371522.5653 |
Total P&L (%) | 418.3638 | 268.6876 | 149.6763 | -192.1572 | 179.3653 | -371.5226 |
Avg Daily Profit (%) | 0.2207 | 0.1417 | 0.079 | 0 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167102 | -114379 | -143835 | -735486 | -188179 | -574968 |
Profit Factor | 1.5396 | 1.8231 | 1.3335 | 0.8628 | 1.4447 | 0.6276 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 75 | 34 | 41 | 64 | 32 | 32 |
Losing Trades | 45 | 26 | 19 | 56 | 28 | 28 |
Profitability (%) | 62.5 | 56.6667 | 68.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.9238 | 1.3941 | 0.618 | 0.755 | 1.2641 | 0.5492 |
Largest Winning Trade | 68884 | 68884 | 58678 | 205234 | 205234 | 121627 |
Largest Losing Trade | -107982 | -45220 | -107982 | -401046 | -77950 | -401046 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 37 | 34 | 40 | 45 | 41 | 48 |
Avg Bars in Losers | 59 | 56 | 62 | 45 | 46 | 45 |
Bars Traded | 5459 | 2626 | 2833 | 5459 | 2626 | 2833 |
Profit Streak | 0 | 0 | 0 | 29.6085 | 85.9418 | 29.6085 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346262 | -169790 | -255712 | -578561 | -286943 | -748986 |
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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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