Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338442.1442 | 224288.4512 | 114153.693 | 617400.7613 | 700821.9254 | -83421.1641 |
Total P&L (%) | 338.4421 | 224.2885 | 114.1537 | 617.4008 | 700.8219 | -83.4212 |
Avg Daily Profit (%) | 0.3249 | 0.2153 | 0.1096 | 0.1894 | 0.1999 | -0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108018 | -76285 | -69688 | -1624819 | -586985 | -1055381 |
Profit Factor | 1.4685 | 1.6336 | 1.3099 | 1.1441 | 1.3655 | 0.9647 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 192 | 98 | 94 | 192 | 98 | 94 |
Profitability (%) | 45.1429 | 44 | 46.2857 | 45.1429 | 44 | 46.2857 |
Ratio Avg Win / Avg Loss | 1.7845 | 2.0791 | 1.5201 | 1.3903 | 1.7379 | 1.1196 |
Largest Winning Trade | 100467 | 100467 | 30294 | 565032 | 565032 | 406400 |
Largest Losing Trade | -18025 | -18025 | -17653 | -390100 | -327991 | -390100 |
Avg Bars in Trades | 70 | 69 | 72 | 70 | 69 | 72 |
Avg Bars in Winners | 95 | 98 | 93 | 95 | 98 | 93 |
Avg Bars in Losers | 50 | 46 | 53 | 50 | 46 | 53 |
Bars Traded | 24755 | 12153 | 12602 | 24755 | 12153 | 12602 |
Profit Streak | 9.8556 | 21.9806 | 0 | 9.8556 | 21.9806 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414678 | 357076 | -46511 | -53436 | 313421 | -580194 |
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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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