Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375239.774 | 310151.932 | 65087.842 | 888220.5923 | 542928.6383 | 345291.9539 |
Total P&L (%) | 375.2398 | 310.1519 | 65.0878 | 888.2206 | 542.9286 | 345.292 |
Avg Daily Profit (%) | 0.3004 | 0.2483 | 0.0521 | 0.1836 | 0.1491 | 0.1197 |
Buy And Hold Return (%) | 16.308 | 16.308 | 16.308 | 16.308 | 16.308 | 16.308 |
Max Trade Drawdown | -134777 | -52637 | -175461 | -405641 | -405641 | -322385 |
Profit Factor | 1.6809 | 2.7926 | 1.1721 | 1.6656 | 1.919 | 1.4643 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 100 | 47 | 53 | 88 | 42 | 46 |
Losing Trades | 20 | 13 | 7 | 32 | 18 | 14 |
Profitability (%) | 83.3333 | 78.3333 | 88.3333 | 73.3333 | 70 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.3362 | 0.7724 | 0.1548 | 0.6057 | 0.8224 | 0.4457 |
Largest Winning Trade | 30195 | 30195 | 23191 | 144531 | 124407 | 144531 |
Largest Losing Trade | -127433 | -52637 | -127433 | -405641 | -405641 | -200072 |
Avg Bars in Trades | 59 | 67 | 50 | 59 | 67 | 50 |
Avg Bars in Winners | 31 | 32 | 29 | 40 | 42 | 39 |
Avg Bars in Losers | 198 | 191 | 212 | 109 | 126 | 88 |
Bars Traded | 7093 | 4037 | 3056 | 7093 | 4037 | 3056 |
Profit Streak | 42.5077 | 90.841 | 42.5077 | 42.5077 | 90.841 | 42.5077 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548496 | -153518 | -321878 | 483702 | -157909 | -198585 |
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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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