Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608375.2509 | 483004.7237 | 125370.5272 | 676980.6457 | 361552.17 | 315428.4758 |
Total P&L (%) | 608.3753 | 483.0047 | 125.3705 | 676.9806 | 361.5522 | 315.4285 |
Avg Daily Profit (%) | 0.3192 | 0.2534 | 0.0658 | 0.1076 | 0.0803 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153499 | -65441 | -226914 | -2012082 | -795225 | -1600713 |
Profit Factor | 1.4873 | 1.9062 | 1.1752 | 1.0864 | 1.0942 | 1.0789 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 48.8 | 44.8 | 52.8 | 48.8 | 44.8 | 52.8 |
Ratio Avg Win / Avg Loss | 1.5604 | 2.3487 | 1.0506 | 1.1398 | 1.3482 | 0.9645 |
Largest Winning Trade | 70486 | 70486 | 58102 | 467043 | 431322 | 467043 |
Largest Losing Trade | -64658 | -25198 | -64658 | -1235425 | -560244 | -1235425 |
Avg Bars in Trades | 90 | 86 | 93 | 90 | 86 | 93 |
Avg Bars in Winners | 106 | 102 | 109 | 106 | 102 | 109 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 22526 | 10865 | 11661 | 22526 | 10865 | 11661 |
Profit Streak | 4.7198 | 0 | 14.3865 | 4.7198 | 0 | 14.3865 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456866 | 340279 | -131670 | -173076 | -204961 | -227285 |
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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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