Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582350.6418 | 464791.2427 | 117559.3991 | 1167459.8229 | 646545.5258 | 520914.2971 |
Total P&L (%) | 582.3506 | 464.7912 | 117.5594 | 1167.4598 | 646.5455 | 520.9143 |
Avg Daily Profit (%) | 0.3599 | 0.2873 | 0.0727 | 0.1571 | 0.1243 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153807 | -162293 | -133493 | -841098 | -975527 | -425276 |
Profit Factor | 1.7395 | 2.199 | 1.294 | 1.2863 | 1.2868 | 1.2857 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 38.75 | 35 | 42.5 | 38.75 | 35 | 42.5 |
Ratio Avg Win / Avg Loss | 2.7495 | 4.0839 | 1.7507 | 2.0332 | 2.3897 | 1.7395 |
Largest Winning Trade | 188770 | 188770 | 47054 | 595312 | 595312 | 386218 |
Largest Losing Trade | -36455 | -22259 | -36455 | -208220 | -208220 | -173185 |
Avg Bars in Trades | 119 | 112 | 126 | 119 | 112 | 126 |
Avg Bars in Winners | 212 | 214 | 210 | 212 | 214 | 210 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 19062 | 8973 | 10089 | 19062 | 8973 | 10089 |
Profit Streak | 500.0305 | 504.9472 | 0 | 500.0305 | 504.9472 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350984 | -12156 | -117146 | 209868 | -50220 | -63096 |
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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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