Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492850.6181 | 341714.8216 | 151135.7965 | 419861.8045 | 219133.038 | 200728.7665 |
Total P&L (%) | 492.8506 | 341.7148 | 151.1358 | 419.8618 | 219.133 | 200.7288 |
Avg Daily Profit (%) | 0.2264 | 0.157 | 0.0694 | 0.0757 | 0.0533 | 0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67369 | -65254 | -94728 | -203238 | -178666 | -208437 |
Profit Factor | 1.6144 | 1.8062 | 1.3995 | 1.2503 | 1.2411 | 1.2613 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 45.7143 | 37.1429 | 54.2857 | 45.7143 | 37.1429 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9171 | 3.0567 | 1.1785 | 1.4848 | 2.1003 | 1.0621 |
Largest Winning Trade | 100065 | 100065 | 47703 | 204821 | 204821 | 85596 |
Largest Losing Trade | -67369 | -46083 | -67369 | -121033 | -87904 | -121033 |
Avg Bars in Trades | 92 | 102 | 81 | 92 | 102 | 81 |
Avg Bars in Winners | 111 | 131 | 97 | 111 | 131 | 97 |
Avg Bars in Losers | 75 | 85 | 63 | 75 | 85 | 63 |
Bars Traded | 12894 | 7162 | 5732 | 12894 | 7162 | 5732 |
Profit Streak | 27.6375 | 0 | 99.1375 | 27.6375 | 0 | 99.1375 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365307 | -88778 | -191817 | -92785 | -220337 | -217774 |
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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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