Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401795.3117 | 327720.2958 | 74075.0159 | 333218.1652 | 184193.2086 | 149024.9566 |
Total P&L (%) | 401.7953 | 327.7203 | 74.075 | 333.2182 | 184.1932 | 149.025 |
Avg Daily Profit (%) | 0.3857 | 0.3146 | 0.0711 | 0.1408 | 0.1003 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59721 | -63149 | -55794 | -204934 | -189769 | -111581 |
Profit Factor | 1.6939 | 2.0288 | 1.2844 | 1.3157 | 1.3002 | 1.3372 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 37.7778 | 31.1111 | 44.4444 | 37.7778 | 31.1111 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.79 | 4.4924 | 1.6055 | 2.167 | 2.879 | 1.6715 |
Largest Winning Trade | 312462 | 312462 | 23348 | 293269 | 293269 | 90387 |
Largest Losing Trade | -21724 | -21724 | -18835 | -84106 | -84106 | -79418 |
Avg Bars in Trades | 136 | 126 | 146 | 136 | 126 | 146 |
Avg Bars in Winners | 221 | 234 | 212 | 221 | 234 | 212 |
Avg Bars in Losers | 84 | 77 | 93 | 84 | 77 | 93 |
Bars Traded | 24502 | 11353 | 13149 | 24502 | 11353 | 13149 |
Profit Streak | 19.053 | 0 | 19.5947 | 19.053 | 0 | 19.5947 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330017 | 172697 | -98807 | -6978 | -65509 | -76464 |
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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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