Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340598.0869 | 369492.9464 | -28894.8595 | -84967.9643 | 357415.9327 | -442383.897 |
Total P&L (%) | 340.5981 | 369.4929 | -28.8949 | -84.968 | 357.4159 | -442.3839 |
Avg Daily Profit (%) | 0.1438 | 0.156 | -0.0122 | -0.08 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216923 | -202326 | -143978 | -513390 | -366899 | -503373 |
Profit Factor | 1.2088 | 1.4079 | 0.9602 | 0.9626 | 1.3252 | 0.6228 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Profitability (%) | 49 | 48 | 50 | 49 | 48 | 50 |
Ratio Avg Win / Avg Loss | 1.2581 | 1.5252 | 0.9602 | 1.0019 | 1.4357 | 0.6228 |
Largest Winning Trade | 189364 | 189364 | 38287 | 324616 | 324616 | 41069 |
Largest Losing Trade | -72743 | -40641 | -72743 | -381032 | -99431 | -381032 |
Avg Bars in Trades | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Winners | 35 | 42 | 27 | 35 | 42 | 27 |
Avg Bars in Losers | 27 | 35 | 18 | 27 | 35 | 18 |
Bars Traded | 9340 | 5873 | 3466 | 9340 | 5873 | 3466 |
Profit Streak | 0 | 0 | 93.755 | 0 | 0 | 93.755 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -402 | 307862 | -578910 | -577931 | -107514 | -578910 |
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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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