Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348606.4758 | 134083.0864 | 214523.3894 | 391436.0816 | 97568.1494 | 293867.9322 |
Total P&L (%) | 348.6065 | 134.0831 | 214.5234 | 391.4361 | 97.5681 | 293.8679 |
Avg Daily Profit (%) | 0.2696 | 0.1037 | 0.1659 | 0.1232 | 0.0527 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233586 | -146205 | -89870 | -5711181 | -3860728 | -1976664 |
Profit Factor | 1.3206 | 1.2143 | 1.4648 | 1.0306 | 1.0133 | 1.0539 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Losing Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Profitability (%) | 51.7143 | 50.8571 | 52.5714 | 51.7143 | 50.8571 | 52.5714 |
Ratio Avg Win / Avg Loss | 1.2331 | 1.1733 | 1.3215 | 0.9623 | 0.9792 | 0.9508 |
Largest Winning Trade | 105159 | 105159 | 26842 | 1507260 | 1507260 | 876471 |
Largest Losing Trade | -37985 | -37985 | -36089 | -1154172 | -1154172 | -757684 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4902 | 2451 | 2451 | 4902 | 2451 | 2451 |
Profit Streak | 7.1395 | 0 | 10.6395 | 7.1395 | 0 | 10.6395 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411783 | -54231 | 361502 | -214011 | -329378 | -212615 |
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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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