Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531456.942 | 234940.2183 | 296516.7237 | 1305976.1593 | 605827.2079 | 700148.9514 |
Total P&L (%) | 531.4569 | 234.9402 | 296.5167 | 1305.9762 | 605.8272 | 700.149 |
Avg Daily Profit (%) | 0.3564 | 0.1576 | 0.1989 | 0.1774 | 0.1312 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181012 | -58189 | -130866 | -359593 | -272887 | -291181 |
Profit Factor | 1.659 | 1.6243 | 1.6894 | 1.5255 | 1.5401 | 1.5135 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 61.25 | 62.5 | 60 | 61.25 | 62.5 | 60 |
Ratio Avg Win / Avg Loss | 1.0496 | 0.9746 | 1.1263 | 0.9651 | 0.9241 | 1.009 |
Largest Winning Trade | 80770 | 80770 | 40245 | 270940 | 227816 | 270940 |
Largest Losing Trade | -74233 | -38305 | -74233 | -229891 | -229891 | -200049 |
Avg Bars in Trades | 17 | 10 | 24 | 17 | 10 | 24 |
Avg Bars in Winners | 16 | 10 | 23 | 16 | 10 | 23 |
Avg Bars in Losers | 19 | 11 | 25 | 19 | 11 | 25 |
Bars Traded | 2832 | 867 | 1965 | 2832 | 867 | 1965 |
Profit Streak | 27.3265 | 76.8265 | 0 | 27.3265 | 76.8265 | 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 | 522765 | -8355 | -7905 | 387208 | -33546 | -22505 |
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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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