Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498189.7873 | 412885.1881 | 85304.5991 | 205626.1861 | 166156.0745 | 39470.1116 |
Total P&L (%) | 498.1898 | 412.8852 | 85.3046 | 205.6262 | 166.1561 | 39.4701 |
Avg Daily Profit (%) | 0.3079 | 0.2552 | 0.0527 | 0.0691 | 0.0605 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182982 | -115992 | -183219 | -296688 | -142164 | -207659 |
Profit Factor | 1.4977 | 1.7882 | 1.1788 | 1.2011 | 1.307 | 1.082 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 1.6974 | 2.2991 | 1.1788 | 1.3613 | 1.6804 | 1.082 |
Largest Winning Trade | 224181 | 224181 | 45083 | 175278 | 175278 | 94970 |
Largest Losing Trade | -42002 | -42002 | -38317 | -73514 | -60472 | -73514 |
Avg Bars in Trades | 120 | 123 | 116 | 120 | 123 | 116 |
Avg Bars in Winners | 164 | 178 | 152 | 164 | 178 | 152 |
Avg Bars in Losers | 80 | 80 | 81 | 80 | 80 | 81 |
Bars Traded | 19216 | 9861 | 9355 | 19216 | 9861 | 9355 |
Profit Streak | 500.8502 | 506.9335 | 500.8502 | 500.8502 | 506.9335 | 500.8502 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415063 | -9820 | -165262 | -100647 | -132179 | -316806 |
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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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