Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467850.7694 | 397392.6522 | 70458.1171 | 63569.0341 | -50757.1002 | 114326.1343 |
Total P&L (%) | 467.8508 | 397.3927 | 70.4581 | 63.569 | -50.7571 | 114.3261 |
Avg Daily Profit (%) | 0.2519 | 0.214 | 0.0379 | 0.0265 | -0.0381 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171924 | -134274 | -140087 | -403529 | -306720 | -211142 |
Profit Factor | 1.3582 | 1.6389 | 1.103 | 1.0423 | 0.9345 | 1.1571 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 54.2289 | 50 | 58.4158 | 54.2289 | 50 | 58.4158 |
Ratio Avg Win / Avg Loss | 1.1464 | 1.6389 | 0.7852 | 0.8797 | 0.9345 | 0.8237 |
Largest Winning Trade | 87112 | 87112 | 39490 | 86406 | 86406 | 63783 |
Largest Losing Trade | -56688 | -39713 | -56688 | -152410 | -152410 | -140997 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 5365 | 2660 | 2705 | 5365 | 2660 | 2705 |
Profit Streak | 49.5242 | 64.8575 | 49.5242 | 49.5242 | 64.8575 | 49.5242 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427236 | 439908 | -249041 | -330196 | -579402 | -185405 |
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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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