Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358505.8496 | 289877.791 | 68628.0586 | 30137.6084 | 87573.3909 | -57435.7825 |
Total P&L (%) | 358.5059 | 289.8778 | 68.6281 | 30.1376 | 87.5734 | -57.4358 |
Avg Daily Profit (%) | 0.186 | 0.1504 | 0.0356 | 0.0137 | 0.0326 | -0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111987 | -96503 | -117914 | -203054 | -116929 | -158806 |
Profit Factor | 1.2386 | 1.3423 | 1.1047 | 1.0158 | 1.0857 | 0.9348 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Losing Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Profitability (%) | 42.6667 | 42.6667 | 42.6667 | 42.6667 | 42.6667 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.6644 | 1.8037 | 1.4844 | 1.365 | 1.4589 | 1.2562 |
Largest Winning Trade | 130299 | 130299 | 31786 | 157699 | 157699 | 62726 |
Largest Losing Trade | -36080 | -30159 | -36080 | -84355 | -52911 | -84355 |
Avg Bars in Trades | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Winners | 64 | 71 | 58 | 64 | 71 | 58 |
Avg Bars in Losers | 39 | 52 | 26 | 39 | 52 | 26 |
Bars Traded | 22743 | 13687 | 9056 | 22743 | 13687 | 9056 |
Profit Streak | 9.7736 | 9.7736 | 36.9403 | 9.7736 | 9.7736 | 36.9403 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321378 | 255058 | -251585 | -380181 | -277102 | -579905 |
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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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