Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367066.3628 | 337820.9159 | 29245.4469 | 66500.9928 | 115648.6762 | -49147.6834 |
Total P&L (%) | 367.0664 | 337.8209 | 29.2454 | 66.501 | 115.6487 | -49.1477 |
Avg Daily Profit (%) | 0.2269 | 0.2088 | 0.0181 | 0.0315 | 0.0475 | -0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202319 | -176488 | -132660 | -852918 | -844309 | -532335 |
Profit Factor | 1.3362 | 1.6314 | 1.0525 | 1.0169 | 1.0592 | 0.9753 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 1.7179 | 2.719 | 1.0525 | 1.3074 | 1.7653 | 0.9753 |
Largest Winning Trade | 177979 | 177979 | 52155 | 319011 | 217767 | 319011 |
Largest Losing Trade | -51544 | -29464 | -51544 | -306396 | -177709 | -306396 |
Avg Bars in Trades | 79 | 77 | 81 | 79 | 77 | 81 |
Avg Bars in Winners | 112 | 116 | 109 | 112 | 116 | 109 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 19070 | 9280 | 9790 | 19070 | 9280 | 9790 |
Profit Streak | 505.3989 | 511.0655 | 0 | 505.3989 | 511.0655 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312343 | 225817 | -334875 | -353568 | -288264 | -581013 |
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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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