Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499384.2885 | 334629.2726 | 164755.0159 | 1080332.0411 | 729245.9972 | 351086.0439 |
Total P&L (%) | 499.3843 | 334.6293 | 164.755 | 1080.332 | 729.246 | 351.086 |
Avg Daily Profit (%) | 0.2605 | 0.1746 | 0.086 | 0.1289 | 0.1104 | 0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102554 | -63976 | -116154 | -990877 | -689750 | -448206 |
Profit Factor | 1.5022 | 1.673 | 1.3313 | 1.2434 | 1.3376 | 1.154 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Losing Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Profitability (%) | 46.9636 | 53.2258 | 40.6504 | 46.9636 | 53.2258 | 40.6504 |
Ratio Avg Win / Avg Loss | 1.6964 | 1.4703 | 1.9437 | 1.4041 | 1.1755 | 1.6849 |
Largest Winning Trade | 105833 | 105833 | 50849 | 357688 | 331434 | 357688 |
Largest Losing Trade | -31057 | -26285 | -31057 | -342792 | -172196 | -342792 |
Avg Bars in Trades | 91 | 61 | 121 | 91 | 61 | 121 |
Avg Bars in Winners | 136 | 72 | 220 | 136 | 72 | 220 |
Avg Bars in Losers | 51 | 47 | 54 | 51 | 47 | 54 |
Bars Traded | 22574 | 7574 | 15000 | 22574 | 7574 | 15000 |
Profit Streak | 18.7463 | 63.7463 | 0 | 18.7463 | 63.7463 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404688 | 397519 | -80680 | -20170 | -43272 | -141822 |
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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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