Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294850.5694 | 92309.8877 | 202540.6817 | 339886.4693 | 88360.9997 | 251525.4696 |
Total P&L (%) | 294.8506 | 92.3099 | 202.5407 | 339.8865 | 88.361 | 251.5255 |
Avg Daily Profit (%) | 0.2278 | 0.0713 | 0.1565 | 0.1145 | 0.0489 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73933 | -76257 | -53475 | -93657 | -113322 | -93657 |
Profit Factor | 1.5221 | 1.333 | 1.7044 | 1.4066 | 1.2082 | 1.6114 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 55.8333 | 50 | 61.6667 | 55.8333 | 50 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.204 | 1.333 | 1.0595 | 1.1127 | 1.2082 | 1.0017 |
Largest Winning Trade | 73823 | 43468 | 73823 | 93909 | 93909 | 55209 |
Largest Losing Trade | -33283 | -26320 | -33283 | -93657 | -38870 | -93657 |
Avg Bars in Trades | 126 | 106 | 146 | 126 | 106 | 146 |
Avg Bars in Winners | 141 | 122 | 156 | 141 | 122 | 156 |
Avg Bars in Losers | 107 | 90 | 128 | 107 | 90 | 128 |
Bars Traded | 15182 | 6413 | 8769 | 15182 | 6413 | 8769 |
Profit Streak | 0 | 0 | 141.1883 | 0 | 0 | 141.1883 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373469 | -266615 | -156822 | -38321 | -297225 | -227504 |
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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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