Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230658.7043 | 99763.2036 | 130895.5007 | 367441.5424 | 181675.1612 | 185766.3812 |
Total P&L (%) | 230.6587 | 99.7632 | 130.8955 | 367.4415 | 181.6752 | 185.7664 |
Avg Daily Profit (%) | 0.2487 | 0.1076 | 0.1411 | 0.1664 | 0.1117 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71898 | -69313 | -39171 | -327278 | -306453 | -160986 |
Profit Factor | 1.5325 | 1.4641 | 1.5999 | 1.271 | 1.2786 | 1.264 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 41.3333 | 36 | 46.6667 | 41.3333 | 36 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1752 | 2.6029 | 1.8284 | 1.804 | 2.273 | 1.4446 |
Largest Winning Trade | 52848 | 52848 | 31471 | 138704 | 121506 | 138704 |
Largest Losing Trade | -21979 | -15752 | -21979 | -131893 | -64979 | -131893 |
Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 18 | 21 | 13 | 18 | 21 | 13 |
Bars Traded | 5273 | 2765 | 2509 | 5273 | 2765 | 2509 |
Profit Streak | 16.4583 | 0 | 17.9583 | 16.4583 | 0 | 17.9583 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311162 | -109596 | -59298 | 228313 | -105190 | -99602 |
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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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