Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140935.6462 | 81017.9736 | 59917.6726 | 148951.9584 | 83852.3 | 65099.6584 |
Total P&L (%) | 140.9356 | 81.018 | 59.9177 | 148.952 | 83.8523 | 65.0997 |
Avg Daily Profit (%) | 0.2706 | 0.1556 | 0.115 | 0.1753 | 0.117 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65194 | -31300 | -46991 | -205526 | -69883 | -135642 |
Profit Factor | 1.3025 | 1.3427 | 1.2611 | 1.1527 | 1.181 | 1.1271 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 147 | 70 | 77 | 147 | 70 | 77 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 49 | 46.6667 | 51.3333 | 49 | 46.6667 | 51.3333 |
Ratio Avg Win / Avg Loss | 1.3557 | 1.5345 | 1.1956 | 1.1997 | 1.3497 | 1.0685 |
Largest Winning Trade | 21128 | 21128 | 20563 | 41942 | 31092 | 41942 |
Largest Losing Trade | -28358 | -18872 | -28358 | -62568 | -39792 | -62568 |
Avg Bars in Trades | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Winners | 77 | 81 | 73 | 77 | 81 | 73 |
Avg Bars in Losers | 85 | 89 | 80 | 85 | 89 | 80 |
Bars Traded | 24426 | 12856 | 11570 | 24426 | 12856 | 11570 |
Profit Streak | 6.2083 | 6.2083 | 6.2499 | 6.2083 | 6.2083 | 6.2499 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363678 | 279247 | -39713 | -43395 | -59175 | -144953 |
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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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