Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628633.3617 | 578294.5222 | 50338.8395 | 283090.3042 | 307520.7688 | -24430.4647 |
Total P&L (%) | 628.6334 | 578.2945 | 50.3388 | 283.0903 | 307.5208 | -24.4305 |
Avg Daily Profit (%) | 0.3367 | 0.3097 | 0.027 | 0.072 | 0.0753 | -0.015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161428 | -127891 | -109887 | -202555 | -70361 | -161885 |
Profit Factor | 1.6071 | 2.0733 | 1.1013 | 1.3703 | 1.8799 | 0.9411 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 48.75 | 48.75 | 48.75 | 48.75 | 48.75 | 48.75 |
Ratio Avg Win / Avg Loss | 1.6895 | 2.1796 | 1.1578 | 1.4405 | 1.9763 | 0.9894 |
Largest Winning Trade | 274458 | 274458 | 33766 | 101078 | 101078 | 58277 |
Largest Losing Trade | -59551 | -36884 | -59551 | -113803 | -68970 | -113803 |
Avg Bars in Trades | 21 | 28 | 13 | 21 | 28 | 13 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 19 | 28 | 9 | 19 | 28 | 9 |
Bars Traded | 3394 | 2275 | 1119 | 3394 | 2275 | 1119 |
Profit Streak | 78.4903 | 78.9903 | 78.4903 | 78.4903 | 78.9903 | 78.4903 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514612 | -5785 | -285913 | -94293 | -107568 | -599480 |
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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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