Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188549.6913 | 71118.45 | 117431.2412 | 327389.8521 | 116890.3524 | 210499.4997 |
Total P&L (%) | 188.5497 | 71.1185 | 117.4312 | 327.3899 | 116.8904 | 210.4995 |
Avg Daily Profit (%) | 0.362 | 0.1365 | 0.2255 | 0.2793 | 0.1488 | 0.2178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53780 | -41036 | -36107 | -124477 | -84082 | -66541 |
Profit Factor | 1.5839 | 1.4305 | 1.7444 | 1.4901 | 1.3201 | 1.6952 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 50 | 45.3333 | 54.6667 | 50 | 45.3333 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.5839 | 1.7251 | 1.4466 | 1.4901 | 1.5919 | 1.4058 |
Largest Winning Trade | 32421 | 24188 | 32421 | 51500 | 51500 | 47364 |
Largest Losing Trade | -22110 | -22110 | -19014 | -65753 | -65753 | -33085 |
Avg Bars in Trades | 161 | 174 | 147 | 161 | 174 | 147 |
Avg Bars in Winners | 181 | 196 | 169 | 181 | 196 | 169 |
Avg Bars in Losers | 140 | 156 | 121 | 140 | 156 | 121 |
Bars Traded | 24156 | 13092 | 11064 | 24156 | 13092 | 11064 |
Profit Streak | 18.7455 | 18.7455 | 21.183 | 18.7455 | 18.7455 | 21.183 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475862 | -67530 | -46058 | 389780 | -51920 | -46218 |
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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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