Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246819.2069 | 193805.5841 | 53013.6229 | 20198.8156 | 62014.8128 | -41815.9972 |
Total P&L (%) | 246.8192 | 193.8056 | 53.0136 | 20.1988 | 62.0148 | -41.816 |
Avg Daily Profit (%) | 0.2369 | 0.1861 | 0.0509 | 0.0177 | 0.0463 | -0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85511 | -50660 | -94610 | -130954 | -93479 | -122828 |
Profit Factor | 1.4708 | 1.9502 | 1.1655 | 1.0329 | 1.2475 | 0.8849 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 72 | 72 | 72 | 72 | 72 | 72 |
Ratio Avg Win / Avg Loss | 0.572 | 0.7584 | 0.4533 | 0.4017 | 0.4852 | 0.3441 |
Largest Winning Trade | 23620 | 20884 | 23620 | 28444 | 28444 | 28262 |
Largest Losing Trade | -85511 | -46523 | -85511 | -112675 | -87474 | -112675 |
Avg Bars in Trades | 163 | 183 | 143 | 163 | 183 | 143 |
Avg Bars in Winners | 98 | 110 | 85 | 98 | 110 | 85 |
Avg Bars in Losers | 332 | 372 | 292 | 332 | 372 | 292 |
Bars Traded | 24561 | 13793 | 10767 | 24561 | 13793 | 10767 |
Profit Streak | 30.8519 | 30.8519 | 33.6019 | 30.8519 | 30.8519 | 33.6019 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452579 | -44399 | -218560 | -356842 | -186293 | -633159 |
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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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