Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856847.7827 | 667039.0923 | 189808.6903 | 506983.9269 | -33216.6482 | 540200.5751 |
Total P&L (%) | 856.8478 | 667.0391 | 189.8087 | 506.9839 | -33.2166 | 540.2006 |
Avg Daily Profit (%) | 0.5768 | 0.449 | 0.1278 | 0.1215 | -0.0272 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138146 | -123398 | -135141 | -3650236 | -2485310 | -3445283 |
Profit Factor | 1.7908 | 2.0713 | 1.4118 | 1.0265 | 0.9968 | 1.0628 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 123 | 46 | 77 | 123 | 46 | 77 |
Losing Trades | 177 | 104 | 73 | 177 | 104 | 73 |
Profitability (%) | 41 | 30.6667 | 51.3333 | 41 | 30.6667 | 51.3333 |
Ratio Avg Win / Avg Loss | 2.577 | 4.6829 | 1.3385 | 1.4772 | 2.2537 | 1.0076 |
Largest Winning Trade | 599454 | 599454 | 39934 | 2620493 | 2620493 | 454007 |
Largest Losing Trade | -55578 | -23042 | -55578 | -1329691 | -497083 | -1329691 |
Avg Bars in Trades | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Winners | 39 | 50 | 33 | 39 | 50 | 33 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 8745 | 4851 | 3894 | 8745 | 4851 | 3894 |
Profit Streak | 17.6144 | 41.2811 | 17.6144 | 17.6144 | 41.2811 | 17.6144 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506464 | 280921 | -20425 | -222381 | -584300 | -175877 |
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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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