Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295445.03 | 109786.0366 | 185658.9935 | 252521.1839 | -87361.3986 | 339882.5825 |
Total P&L (%) | 295.445 | 109.786 | 185.659 | 252.5212 | -87.3614 | 339.8826 |
Avg Daily Profit (%) | 0.1995 | 0.0741 | 0.1254 | 0.0851 | -0.1396 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101409 | -90785 | -42628 | -600422 | -540961 | -143120 |
Profit Factor | 1.7532 | 1.4357 | 2.3232 | 1.2138 | 0.8949 | 1.9703 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 75.8333 | 71.6667 | 80 | 75.8333 | 71.6667 | 80 |
Ratio Avg Win / Avg Loss | 0.5587 | 0.5676 | 0.5808 | 0.3868 | 0.3538 | 0.4926 |
Largest Winning Trade | 36332 | 36332 | 25076 | 108007 | 108007 | 85419 |
Largest Losing Trade | -65504 | -65504 | -42628 | -471607 | -471607 | -143120 |
Avg Bars in Trades | 21 | 28 | 14 | 21 | 28 | 14 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 57 | 74 | 33 | 57 | 74 | 33 |
Bars Traded | 2553 | 1711 | 842 | 2553 | 1711 | 842 |
Profit Streak | 12.5157 | 130.0157 | 12.5157 | 12.5157 | 130.0157 | 12.5157 |
Trades During Streak | 3 | 10 | 1 | 3 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500210 | -259229 | -188410 | -75704 | -745287 | -222808 |
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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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