Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501527.5653 | 336765.9519 | 164761.6135 | 850025.8282 | 304858.4376 | 545167.3905 |
Total P&L (%) | 501.5276 | 336.766 | 164.7616 | 850.0258 | 304.8584 | 545.1674 |
Avg Daily Profit (%) | 0.2313 | 0.1553 | 0.076 | 0.1039 | 0.0645 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69658 | -65392 | -134149 | -459253 | -323307 | -242104 |
Profit Factor | 1.6544 | 1.8841 | 1.4274 | 1.4172 | 1.2608 | 1.6278 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6544 | 2.5121 | 1.0706 | 1.4172 | 1.6811 | 1.2208 |
Largest Winning Trade | 59910 | 59910 | 45409 | 302810 | 302810 | 121338 |
Largest Losing Trade | -52281 | -50226 | -52281 | -203179 | -203179 | -139025 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Losers | 40 | 47 | 30 | 40 | 47 | 30 |
Bars Traded | 6340 | 3531 | 2809 | 6340 | 3531 | 2809 |
Profit Streak | 16.7875 | 0 | 140.7875 | 16.7875 | 0 | 140.7875 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445717 | -86420 | -182516 | -52159 | -203085 | -167618 |
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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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