Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98379.2043 | 51136.5553 | 47242.649 | 139017.0325 | 56962.8323 | 82054.2002 |
Total P&L (%) | 98.3792 | 51.1366 | 47.2426 | 139.017 | 56.9628 | 82.0542 |
Avg Daily Profit (%) | 0.2143 | 0.1114 | 0.1029 | 0.19 | 0.0983 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25532 | -22644 | -20883 | -56260 | -56260 | -28427 |
Profit Factor | 1.5808 | 1.5717 | 1.591 | 1.522 | 1.3695 | 1.7315 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 285 | 140 | 145 | 285 | 140 | 145 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 81.4286 | 80 | 82.8571 | 81.4286 | 80 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.3605 | 0.3929 | 0.3292 | 0.3471 | 0.3424 | 0.3583 |
Largest Winning Trade | 5232 | 5232 | 4459 | 8570 | 7768 | 8570 |
Largest Losing Trade | -22644 | -22644 | -20808 | -56260 | -56260 | -28427 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 91 | 80 | 104 | 91 | 80 | 104 |
Bars Traded | 10692 | 5151 | 5541 | 10692 | 5151 | 5541 |
Profit Streak | 599.0208 | 604.3541 | 599.0208 | 599.0208 | 604.3541 | 599.0208 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501403 | -40371 | -52077 | 480985 | -58733 | -13553 |
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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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