Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407177.059 | 286637.6281 | 120539.4309 | 327129.7196 | 259737.4161 | 67392.3035 |
Total P&L (%) | 407.1771 | 286.6376 | 120.5394 | 327.1297 | 259.7374 | 67.3923 |
Avg Daily Profit (%) | 0.2159 | 0.152 | 0.0639 | 0.077 | 0.0679 | 0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135476 | -95692 | -92991 | -1109708 | -499377 | -730547 |
Profit Factor | 1.672 | 2.0117 | 1.3737 | 1.0897 | 1.1664 | 1.0323 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 57.5 | 51.6667 | 63.3333 | 57.5 | 51.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2358 | 1.8819 | 0.7953 | 0.8054 | 1.0911 | 0.5977 |
Largest Winning Trade | 146907 | 146907 | 43370 | 570254 | 570254 | 242963 |
Largest Losing Trade | -45706 | -36875 | -45706 | -519069 | -290768 | -519069 |
Avg Bars in Trades | 44 | 52 | 36 | 44 | 52 | 36 |
Avg Bars in Winners | 45 | 55 | 37 | 45 | 55 | 37 |
Avg Bars in Losers | 43 | 49 | 36 | 43 | 49 | 36 |
Bars Traded | 5382 | 3164 | 2218 | 5382 | 3164 | 2218 |
Profit Streak | 36.9342 | 63.9342 | 36.9342 | 36.9342 | 63.9342 | 36.9342 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435377 | -157371 | -275614 | -211347 | -308168 | -510108 |
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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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