Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397376.9755 | 246933.6243 | 150443.3513 | 1333126.6531 | 1136398.7832 | 196727.8699 |
Total P&L (%) | 397.377 | 246.9336 | 150.4434 | 1333.1267 | 1136.3988 | 196.7279 |
Avg Daily Profit (%) | 0.3815 | 0.2371 | 0.1444 | 0.2559 | 0.2417 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54427 | -52869 | -41856 | -916418 | -841826 | -680459 |
Profit Factor | 1.6128 | 1.7602 | 1.4648 | 1.2351 | 1.3892 | 1.0715 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 44.8 | 44.8 | 44.8 | 44.8 | 44.8 | 44.8 |
Ratio Avg Win / Avg Loss | 1.9871 | 2.1688 | 1.8048 | 1.5219 | 1.7117 | 1.3203 |
Largest Winning Trade | 76810 | 76810 | 27356 | 869144 | 869144 | 228194 |
Largest Losing Trade | -21467 | -21467 | -20337 | -260030 | -260030 | -251215 |
Avg Bars in Trades | 98 | 100 | 96 | 98 | 100 | 96 |
Avg Bars in Winners | 138 | 136 | 140 | 138 | 136 | 140 |
Avg Bars in Losers | 66 | 71 | 61 | 66 | 71 | 61 |
Bars Traded | 24706 | 12589 | 12117 | 24706 | 12589 | 12117 |
Profit Streak | 9.1833 | 25.3916 | 0 | 9.1833 | 25.3916 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438417 | 361919 | -272 | 333627 | 320847 | -197582 |
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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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