Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164111.3905 | 80845.9971 | 83265.3934 | 34646.0803 | 58964.4954 | -24318.415 |
Total P&L (%) | 164.1114 | 80.846 | 83.2654 | 34.6461 | 58.9645 | -24.3184 |
Avg Daily Profit (%) | 0.1772 | 0.0873 | 0.0899 | 0.0321 | 0.0501 | -0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72481 | -42142 | -74196 | -196969 | -59790 | -196969 |
Profit Factor | 1.3292 | 1.3735 | 1.2951 | 1.0461 | 1.2011 | 0.9469 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.2434 | 1.5697 | 0.9904 | 0.9786 | 1.3727 | 0.7241 |
Largest Winning Trade | 37243 | 37243 | 34699 | 46257 | 46257 | 35161 |
Largest Losing Trade | -72481 | -25047 | -72481 | -196969 | -32695 | -196969 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 2686 | 1297 | 1389 | 2686 | 1297 | 1389 |
Profit Streak | 18.2673 | 0 | 52.2673 | 18.2673 | 0 | 52.2673 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326287 | -244992 | -241621 | -322770 | -297527 | -747829 |
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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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