Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504252.9355 | 474955.1416 | 29297.7939 | 12910.2137 | 74259.0799 | -61348.8662 |
Total P&L (%) | 504.2529 | 474.9551 | 29.2978 | 12.9102 | 74.2591 | -61.3489 |
Avg Daily Profit (%) | 0.2421 | 0.228 | 0.0141 | 0.0058 | 0.0267 | -0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167499 | -96356 | -197554 | -229988 | -240044 | -291570 |
Profit Factor | 1.3965 | 1.7164 | 1.0481 | 1.0075 | 1.0813 | 0.9238 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 40.4762 | 34.2857 | 46.6667 | 40.4762 | 34.2857 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0537 | 3.2898 | 1.1979 | 1.4816 | 2.0726 | 1.0558 |
Largest Winning Trade | 299695 | 299695 | 47018 | 206085 | 206085 | 72513 |
Largest Losing Trade | -39266 | -31528 | -39266 | -103794 | -81468 | -103794 |
Avg Bars in Trades | 118 | 124 | 111 | 118 | 124 | 111 |
Avg Bars in Winners | 159 | 168 | 152 | 159 | 168 | 152 |
Avg Bars in Losers | 89 | 101 | 75 | 89 | 101 | 75 |
Bars Traded | 24788 | 13083 | 11705 | 24788 | 13083 | 11705 |
Profit Streak | 29.1208 | 35.9542 | 29.1208 | 29.1208 | 35.9542 | 29.1208 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309014 | 189759 | -345848 | -474131 | -293030 | -580141 |
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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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