Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401727.662 | 382116.6203 | 19611.0417 | 157799.8032 | 132269.0864 | 25530.7168 |
Total P&L (%) | 401.7277 | 382.1166 | 19.611 | 157.7998 | 132.2691 | 25.5307 |
Avg Daily Profit (%) | 0.3857 | 0.3668 | 0.0188 | 0.091 | 0.0809 | 0.0218 |
Buy And Hold Return (%) | 85.7789 | 85.7789 | 85.7789 | 85.7789 | 85.7789 | 85.7789 |
Max Trade Drawdown | -128601 | -100978 | -31425 | -561828 | -444827 | -130795 |
Profit Factor | 1.7608 | 2.0211 | 1.1275 | 1.1145 | 1.1367 | 1.0623 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6412 | 4.0423 | 1.2886 | 1.6718 | 2.2734 | 1.214 |
Largest Winning Trade | 353056 | 353056 | 24770 | 338731 | 338731 | 75865 |
Largest Losing Trade | -20096 | -20096 | -12312 | -92240 | -92240 | -90071 |
Avg Bars in Trades | 161 | 260 | 62 | 161 | 260 | 62 |
Avg Bars in Winners | 269 | 528 | 84 | 269 | 528 | 84 |
Avg Bars in Losers | 89 | 126 | 43 | 89 | 126 | 43 |
Bars Traded | 24245 | 19536 | 4709 | 24245 | 19536 | 4709 |
Profit Streak | 41.4418 | 41.4418 | 46.2334 | 41.4418 | 41.4418 | 46.2334 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333127 | -51819 | -471033 | -174602 | -226790 | -538787 |
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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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