Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483654.9262 | 398982.0726 | 84672.8536 | 18470.3984 | 172105.3729 | -153634.9745 |
Total P&L (%) | 483.6549 | 398.9821 | 84.6729 | 18.4704 | 172.1054 | -153.635 |
Avg Daily Profit (%) | 0.2596 | 0.2142 | 0.0455 | 0.0091 | 0.0537 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120747 | -77571 | -157468 | -231839 | -118844 | -249334 |
Profit Factor | 1.5197 | 2.1147 | 1.1479 | 1.0173 | 1.5145 | 0.7913 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.3298 | 2.1147 | 0.8778 | 0.8901 | 1.5145 | 0.6051 |
Largest Winning Trade | 109690 | 109690 | 50499 | 75687 | 75511 | 75687 |
Largest Losing Trade | -81040 | -41672 | -81040 | -201728 | -36975 | -201728 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 57 | 54 | 59 | 57 | 54 | 59 |
Bars Traded | 7167 | 3369 | 3798 | 7167 | 3369 | 3798 |
Profit Streak | 26.5924 | 0 | 79.3424 | 26.5924 | 0 | 79.3424 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390569 | -157416 | -359118 | -390506 | -287819 | -748130 |
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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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