Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353295.7703 | 216662.8035 | 136632.9667 | 174891.9841 | 206459.2809 | -31567.2968 |
Total P&L (%) | 353.2958 | 216.6628 | 136.633 | 174.892 | 206.4593 | -31.5673 |
Avg Daily Profit (%) | 0.1886 | 0.1157 | 0.0729 | 0.054 | 0.0598 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156075 | -78465 | -93242 | -756440 | -277381 | -547550 |
Profit Factor | 1.4653 | 1.6239 | 1.3316 | 1.0805 | 1.229 | 0.9752 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 54 | 54.6667 | 53.3333 | 54 | 54.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2482 | 1.3467 | 1.1651 | 0.9204 | 1.0192 | 0.8533 |
Largest Winning Trade | 84771 | 84771 | 43558 | 234029 | 234029 | 188621 |
Largest Losing Trade | -57817 | -31071 | -57817 | -413458 | -146690 | -413458 |
Avg Bars in Trades | 36 | 23 | 49 | 36 | 23 | 49 |
Avg Bars in Winners | 33 | 18 | 49 | 33 | 18 | 49 |
Avg Bars in Losers | 39 | 29 | 49 | 39 | 29 | 49 |
Bars Traded | 5461 | 1761 | 3700 | 5461 | 1761 | 3700 |
Profit Streak | 52.3731 | 52.3731 | 73.0398 | 52.3731 | 52.3731 | 73.0398 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392727 | -91841 | -150415 | -252197 | -168643 | -635929 |
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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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