Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284742.9426 | 204608.105 | 80134.8376 | -79685.9029 | 275071.0396 | -354756.9426 |
Total P&L (%) | 284.7429 | 204.6081 | 80.1348 | -79.6859 | 275.071 | -354.7569 |
Avg Daily Profit (%) | 0.1493 | 0.1073 | 0.042 | -0.0835 | 0.0693 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165766 | -97340 | -169335 | -895109 | -261829 | -848079 |
Profit Factor | 1.2412 | 1.3909 | 1.1219 | 0.9766 | 1.1877 | 0.8171 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 184 | 88 | 96 | 98 | 49 | 49 |
Losing Trades | 66 | 37 | 29 | 152 | 76 | 76 |
Profitability (%) | 73.6 | 70.4 | 76.8 | 39.2 | 39.2 | 39.2 |
Ratio Avg Win / Avg Loss | 0.4452 | 0.5848 | 0.3389 | 1.5147 | 1.8422 | 1.2674 |
Largest Winning Trade | 39090 | 39090 | 31509 | 318709 | 312700 | 318709 |
Largest Losing Trade | -165766 | -54097 | -165766 | -331859 | -95083 | -331859 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 15 | 14 | 17 | 44 | 42 | 45 |
Avg Bars in Losers | 67 | 60 | 76 | 19 | 18 | 21 |
Bars Traded | 7349 | 3491 | 3858 | 7349 | 3491 | 3858 |
Profit Streak | 66.9708 | 96.4708 | 66.9708 | 66.9708 | 96.4708 | 66.9708 |
Trades During Streak | 13 | 7 | 6 | 13 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382811 | -46592 | -219791 | -578910 | -115897 | -581991 |
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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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