Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364577.218 | 331578.4333 | 32998.7847 | 16281.1266 | 317404.3564 | -301123.2298 |
Total P&L (%) | 364.5772 | 331.5784 | 32.9988 | 16.2811 | 317.4044 | -301.1232 |
Avg Daily Profit (%) | 0.204 | 0.1855 | 0.0185 | 0.0084 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197835 | -112195 | -163373 | -793606 | -376445 | -621140 |
Profit Factor | 1.2974 | 1.538 | 1.0541 | 1.0049 | 1.1898 | 0.8162 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 47.2 | 44.8 | 49.6 | 47.2 | 44.8 | 49.6 |
Ratio Avg Win / Avg Loss | 1.4514 | 1.895 | 1.0712 | 1.1241 | 1.466 | 0.8294 |
Largest Winning Trade | 132279 | 132279 | 69125 | 464465 | 464465 | 114192 |
Largest Losing Trade | -45482 | -33257 | -45482 | -238145 | -238145 | -226355 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5149 | 2867 | 2282 | 5149 | 2867 | 2282 |
Profit Streak | 16.3905 | 16.3905 | 21.7239 | 16.3905 | 16.3905 | 21.7239 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334407 | 315166 | -331549 | -404472 | -99270 | -580328 |
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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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