Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312500.537 | 246591.4459 | 65909.0911 | 31346.8581 | 17341.5757 | 14005.2824 |
Total P&L (%) | 312.5005 | 246.5914 | 65.9091 | 31.3469 | 17.3416 | 14.0053 |
Avg Daily Profit (%) | 0.163 | 0.1286 | 0.0344 | 0.0142 | 0.0083 | 0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100375 | -96989 | -137769 | -163250 | -140323 | -136075 |
Profit Factor | 1.3356 | 1.5073 | 1.148 | 1.0278 | 1.0288 | 1.0267 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 45.625 | 41.25 | 50 | 45.625 | 41.25 | 50 |
Ratio Avg Win / Avg Loss | 1.5917 | 2.1467 | 1.148 | 1.2249 | 1.4653 | 1.0267 |
Largest Winning Trade | 114804 | 114804 | 48684 | 106047 | 106047 | 75263 |
Largest Losing Trade | -42827 | -28091 | -42827 | -55178 | -40881 | -55178 |
Avg Bars in Trades | 141 | 142 | 139 | 141 | 142 | 139 |
Avg Bars in Winners | 200 | 206 | 194 | 200 | 206 | 194 |
Avg Bars in Losers | 91 | 98 | 83 | 91 | 98 | 83 |
Bars Traded | 22562 | 11427 | 11135 | 22562 | 11427 | 11135 |
Profit Streak | 41.9847 | 41.9847 | 50.9014 | 41.9847 | 41.9847 | 50.9014 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318291 | -41128 | -223807 | -366633 | -401503 | -434915 |
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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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