Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512608.756 | 408718.2757 | 103890.4803 | 410654.489 | 187221.5926 | 223432.8964 |
Total P&L (%) | 512.6088 | 408.7183 | 103.8905 | 410.6545 | 187.2216 | 223.4329 |
Avg Daily Profit (%) | 0.2241 | 0.1787 | 0.0454 | 0.0713 | 0.0461 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88978 | -128098 | -79252 | -564671 | -484730 | -110976 |
Profit Factor | 1.547 | 1.7314 | 1.2746 | 1.174 | 1.1153 | 1.3038 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 52.6667 | 56 | 49.3333 | 52.6667 | 56 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.3904 | 1.3604 | 1.3091 | 1.0552 | 0.8763 | 1.3391 |
Largest Winning Trade | 189650 | 189650 | 32631 | 493025 | 493025 | 85817 |
Largest Losing Trade | -44792 | -44792 | -30790 | -358131 | -358131 | -76668 |
Avg Bars in Trades | 29 | 42 | 15 | 29 | 42 | 15 |
Avg Bars in Winners | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Losers | 29 | 50 | 10 | 29 | 50 | 10 |
Bars Traded | 4376 | 3200 | 1176 | 4376 | 3200 | 1176 |
Profit Streak | 78.1757 | 157.1757 | 78.1757 | 78.1757 | 157.1757 | 78.1757 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439590 | -45328 | -188689 | -124411 | -281598 | -180628 |
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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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