Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714139.2779 | 674656.5128 | 39482.7651 | 555254.5456 | 628676.4429 | -73421.8973 |
Total P&L (%) | 714.1393 | 674.6565 | 39.4828 | 555.2545 | 628.6764 | -73.4219 |
Avg Daily Profit (%) | 0.2858 | 0.27 | 0.0158 | 0.0752 | 0.0795 | -0.053 |
Buy And Hold Return (%) | 208.3719 | 208.3719 | 208.3719 | 208.3719 | 208.3719 | 208.3719 |
Max Trade Drawdown | -128558 | -102397 | -94242 | -873772 | -705242 | -377911 |
Profit Factor | 1.6883 | 2.1667 | 1.086 | 1.1564 | 1.3103 | 0.9518 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 44.8 | 41.6 | 48 | 44.8 | 41.6 | 48 |
Ratio Avg Win / Avg Loss | 2.0803 | 3.0417 | 1.1765 | 1.4249 | 1.8395 | 1.0311 |
Largest Winning Trade | 388829 | 388829 | 34723 | 320234 | 320234 | 179788 |
Largest Losing Trade | -64186 | -42830 | -64186 | -376483 | -376483 | -286171 |
Avg Bars in Trades | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Winners | 74 | 83 | 66 | 74 | 83 | 66 |
Avg Bars in Losers | 46 | 52 | 39 | 46 | 52 | 39 |
Bars Traded | 14687 | 8151 | 6536 | 14687 | 8151 | 6536 |
Profit Streak | 38.295 | 38.6284 | 38.295 | 38.295 | 38.6284 | 38.295 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358394 | 264857 | -463927 | -143185 | -90728 | -579565 |
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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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