Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220094.4376 | 158321.6459 | 61772.7917 | 292943.8553 | 298333.8428 | -5389.9876 |
Total P&L (%) | 220.0944 | 158.3216 | 61.7728 | 292.9439 | 298.3338 | -5.39 |
Avg Daily Profit (%) | 0.4226 | 0.304 | 0.1186 | 0.2631 | 0.2657 | -0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69545 | -33829 | -60070 | -451852 | -145062 | -388405 |
Profit Factor | 1.4667 | 1.682 | 1.2579 | 1.1815 | 1.3922 | 0.9937 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Profitability (%) | 38.2857 | 40 | 36.5714 | 38.2857 | 40 | 36.5714 |
Ratio Avg Win / Avg Loss | 2.3642 | 2.523 | 2.1817 | 1.9044 | 2.0883 | 1.7234 |
Largest Winning Trade | 69730 | 69730 | 36466 | 262136 | 262136 | 193885 |
Largest Losing Trade | -14906 | -10967 | -14906 | -77505 | -77505 | -59642 |
Avg Bars in Trades | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Winners | 122 | 117 | 128 | 122 | 117 | 128 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 24428 | 12130 | 12297 | 24428 | 12130 | 12297 |
Profit Streak | 2.8378 | 9.2961 | 2.8378 | 2.8378 | 9.2961 | 2.8378 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273967 | 313612 | -41007 | -15781 | 250421 | -584730 |
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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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