Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414341.3839 | 304534.0054 | 109807.3785 | 514296.6981 | 305999.3312 | 208297.3669 |
Total P&L (%) | 414.3414 | 304.534 | 109.8074 | 514.2967 | 305.9993 | 208.2974 |
Avg Daily Profit (%) | 0.3978 | 0.2924 | 0.1054 | 0.1744 | 0.1346 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124694 | -96273 | -51826 | -1941482 | -1442823 | -532476 |
Profit Factor | 1.8504 | 2.0502 | 1.5566 | 1.1128 | 1.1125 | 1.1133 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5905 | 3.5413 | 1.779 | 1.558 | 1.9216 | 1.2724 |
Largest Winning Trade | 167648 | 167648 | 28517 | 1120437 | 1120437 | 424326 |
Largest Losing Trade | -29068 | -29068 | -14882 | -357683 | -342854 | -357683 |
Avg Bars in Trades | 206 | 187 | 225 | 206 | 187 | 225 |
Avg Bars in Winners | 337 | 320 | 350 | 337 | 320 | 350 |
Avg Bars in Losers | 112 | 110 | 116 | 112 | 110 | 116 |
Bars Traded | 24777 | 11236 | 13541 | 24777 | 11236 | 13541 |
Profit Streak | 0 | 0 | 18.6266 | 0 | 0 | 18.6266 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356421 | -162335 | -219404 | -90390 | -283637 | -314379 |
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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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