Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305043.829 | 115337.8994 | 189705.9296 | 1518.1507 | -51114.0008 | 52632.1515 |
Total P&L (%) | 305.0438 | 115.3379 | 189.7059 | 1.5182 | -51.114 | 52.6322 |
Avg Daily Profit (%) | 0.1832 | 0.0693 | 0.114 | 0.0009 | -0.043 | 0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107819 | -130993 | -74765 | -135303 | -159281 | -85747 |
Profit Factor | 1.2703 | 1.1657 | 1.4385 | 1.0016 | 0.9174 | 1.15 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 164 | 71 | 93 | 164 | 71 | 93 |
Losing Trades | 136 | 79 | 57 | 136 | 79 | 57 |
Profitability (%) | 54.6667 | 47.3333 | 62 | 54.6667 | 47.3333 | 62 |
Ratio Avg Win / Avg Loss | 1.0534 | 1.2971 | 0.8816 | 0.8306 | 1.0207 | 0.7049 |
Largest Winning Trade | 121703 | 121703 | 26666 | 70222 | 70222 | 19615 |
Largest Losing Trade | -70143 | -49769 | -70143 | -65986 | -58871 | -65986 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 12 | 14 | 11 | 12 | 14 | 11 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 4916 | 2905 | 2011 | 4916 | 2905 | 2011 |
Profit Streak | 40.3421 | 40.3421 | 94.3421 | 40.3421 | 40.3421 | 94.3421 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409331 | -138179 | -38049 | -573858 | -578652 | -213690 |
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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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