Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473463.3702 | 368206.2564 | 105257.1139 | 417742.2603 | 538349.8471 | -120607.5868 |
Total P&L (%) | 473.4634 | 368.2063 | 105.2571 | 417.7423 | 538.3498 | -120.6076 |
Avg Daily Profit (%) | 0.2673 | 0.2079 | 0.0594 | 0.0929 | 0.1047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130754 | -83671 | -112311 | -427967 | -172818 | -444529 |
Profit Factor | 1.5655 | 1.9437 | 1.2354 | 1.2046 | 1.6399 | 0.8995 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 55.3333 | 52 | 58.6667 | 55.3333 | 52 | 58.6667 |
Ratio Avg Win / Avg Loss | 1.2637 | 1.7942 | 0.8704 | 0.9724 | 1.5138 | 0.6337 |
Largest Winning Trade | 87415 | 87415 | 67281 | 236179 | 236179 | 122658 |
Largest Losing Trade | -66190 | -34870 | -66190 | -335161 | -59698 | -335161 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 25 | 18 | 31 | 25 | 18 | 31 |
Avg Bars in Losers | 19 | 15 | 25 | 19 | 15 | 25 |
Bars Traded | 3417 | 1257 | 2160 | 3417 | 1257 | 2160 |
Profit Streak | 0 | 0 | 17.9294 | 0 | 0 | 17.9294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419701 | -45040 | -170252 | -69364 | -106072 | -635491 |
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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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