Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401257.9673 | 160365.7557 | 240892.2116 | 962140.5541 | 363725.9464 | 598414.6077 |
Total P&L (%) | 401.258 | 160.3658 | 240.8922 | 962.1406 | 363.7259 | 598.4146 |
Avg Daily Profit (%) | 0.3077 | 0.123 | 0.1847 | 0.1814 | 0.1177 | 0.1492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74069 | -55531 | -51532 | -427861 | -395377 | -503700 |
Profit Factor | 1.78 | 1.5728 | 2.0275 | 1.3545 | 1.2741 | 1.4313 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 55.8333 | 55 | 56.6667 | 55.8333 | 55 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.4081 | 1.2868 | 1.5505 | 1.0714 | 1.0425 | 1.0945 |
Largest Winning Trade | 117783 | 117783 | 42193 | 375512 | 375512 | 246674 |
Largest Losing Trade | -34783 | -34783 | -29740 | -213314 | -188183 | -213314 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 42 | 30 | 53 | 42 | 30 | 53 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 4931 | 2233 | 2698 | 4931 | 2233 | 2698 |
Profit Streak | 26.4515 | 26.4515 | 28.2015 | 26.4515 | 26.4515 | 28.2015 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464326 | -195072 | -156431 | 373923 | -203915 | -160395 |
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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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