Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604759.0946 | 320287.182 | 284471.9126 | 2502961.694 | 456905.7673 | 2046055.9267 |
Total P&L (%) | 604.7591 | 320.2872 | 284.4719 | 2502.9617 | 456.9058 | 2046.0559 |
Avg Daily Profit (%) | 0.3332 | 0.1765 | 0.1567 | 0.1797 | 0.0947 | 0.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89135 | -95370 | -112069 | -4370398 | -2184930 | -4681468 |
Profit Factor | 1.6304 | 1.6596 | 1.6004 | 1.0962 | 1.0366 | 1.1511 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 40 | 36.8 | 43.2 | 40 | 36.8 | 43.2 |
Ratio Avg Win / Avg Loss | 2.4456 | 2.8502 | 2.1043 | 1.6442 | 1.7802 | 1.5135 |
Largest Winning Trade | 97274 | 97274 | 50256 | 1394463 | 1394463 | 976739 |
Largest Losing Trade | -30049 | -26994 | -30049 | -1365521 | -1018070 | -1365521 |
Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
Avg Bars in Winners | 126 | 135 | 119 | 126 | 135 | 119 |
Avg Bars in Losers | 58 | 65 | 50 | 58 | 65 | 50 |
Bars Traded | 21441 | 11416 | 10025 | 21441 | 11416 | 10025 |
Profit Streak | 15.1973 | 0 | 16.0306 | 15.1973 | 0 | 16.0306 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369603 | 187469 | 287686 | -107776 | -251135 | -47698 |
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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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