Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478753.2183 | 331138.7528 | 147614.4655 | 358664.9714 | 191789.5849 | 166875.3865 |
Total P&L (%) | 478.7532 | 331.1388 | 147.6145 | 358.665 | 191.7896 | 166.8754 |
Avg Daily Profit (%) | 0.2205 | 0.1525 | 0.068 | 0.0702 | 0.0493 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124775 | -63833 | -176779 | -185262 | -111996 | -119182 |
Profit Factor | 1.5408 | 1.9456 | 1.2759 | 1.3857 | 1.4661 | 1.3219 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 51.1111 | 50 | 52.2222 | 51.1111 | 50 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.4738 | 1.9456 | 1.1673 | 1.3254 | 1.4661 | 1.2094 |
Largest Winning Trade | 65214 | 65214 | 45492 | 105344 | 105344 | 80890 |
Largest Losing Trade | -58511 | -43641 | -58511 | -74553 | -74553 | -66784 |
Avg Bars in Trades | 70 | 88 | 53 | 70 | 88 | 53 |
Avg Bars in Winners | 78 | 88 | 69 | 78 | 88 | 69 |
Avg Bars in Losers | 62 | 87 | 36 | 62 | 87 | 36 |
Bars Traded | 12773 | 7926 | 4847 | 12773 | 7926 | 4847 |
Profit Streak | 12.0983 | 0 | 12.765 | 12.0983 | 0 | 12.765 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398172 | 381483 | -101632 | -96919 | -126242 | -131707 |
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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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