Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377672.5376 | 309960.1988 | 67712.3389 | 152543.6483 | 197174.1732 | -44630.5249 |
Total P&L (%) | 377.6725 | 309.9602 | 67.7123 | 152.5436 | 197.1742 | -44.6305 |
Avg Daily Profit (%) | 0.3473 | 0.285 | 0.0623 | 0.0852 | 0.1002 | -0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128685 | -90989 | -97556 | -543995 | -382830 | -343001 |
Profit Factor | 1.5051 | 1.7957 | 1.1891 | 1.0728 | 1.1841 | 0.9565 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 160 | 86 | 74 | 160 | 86 | 74 |
Profitability (%) | 36 | 31.2 | 40.8 | 36 | 31.2 | 40.8 |
Ratio Avg Win / Avg Loss | 2.6758 | 3.9596 | 1.7253 | 1.9072 | 2.6111 | 1.3878 |
Largest Winning Trade | 345337 | 345337 | 36224 | 470215 | 470215 | 78403 |
Largest Losing Trade | -20034 | -11522 | -20034 | -106639 | -72060 | -106639 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 30 | 36 | 26 | 30 | 36 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4306 | 2259 | 2047 | 4306 | 2259 | 2047 |
Profit Streak | 18.3797 | 18.3797 | 22.6297 | 18.3797 | 18.3797 | 22.6297 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307285 | 182187 | -124345 | -221329 | -82818 | -582086 |
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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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