Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336106.4264 | 315399.9357 | 20706.4907 | -14727.1651 | 211183.1138 | -225910.2789 |
Total P&L (%) | 336.1064 | 315.3999 | 20.7065 | -14.7272 | 211.1831 | -225.9103 |
Avg Daily Profit (%) | 0.1528 | 0.1434 | 0.0094 | -0.0072 | 0.0516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173098 | -149570 | -164126 | -531023 | -240903 | -398386 |
Profit Factor | 1.2825 | 1.4652 | 1.0405 | 0.9906 | 1.2747 | 0.716 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 151 | 68 | 83 | 151 | 68 | 83 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 50.3333 | 45.3333 | 55.3333 | 50.3333 | 45.3333 | 55.3333 |
Ratio Avg Win / Avg Loss | 1.2655 | 1.7669 | 0.8399 | 0.9775 | 1.5371 | 0.578 |
Largest Winning Trade | 185455 | 185455 | 48048 | 193223 | 193223 | 121011 |
Largest Losing Trade | -47240 | -30614 | -47240 | -119982 | -119982 | -101701 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 45 | 52 | 40 | 45 | 52 | 40 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 12802 | 7181 | 5621 | 12802 | 7181 | 5621 |
Profit Streak | 0 | 0 | 131.4749 | 0 | 0 | 131.4749 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317036 | -1048 | -361923 | -579165 | -124536 | -578339 |
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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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