Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258555.4329 | 236428.2254 | 22127.2075 | 19439.0013 | 440591.0433 | -421152.042 |
Total P&L (%) | 258.5554 | 236.4282 | 22.1272 | 19.439 | 440.591 | -421.152 |
Avg Daily Profit (%) | 0.2121 | 0.1939 | 0.0181 | 0.0146 | 0.1385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161200 | -117405 | -123963 | -1219306 | -603486 | -973312 |
Profit Factor | 1.1691 | 1.4029 | 1.0235 | 1.0025 | 1.1476 | 0.9123 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 242 | 112 | 130 | 242 | 112 | 130 |
Losing Trades | 258 | 138 | 120 | 258 | 138 | 120 |
Profitability (%) | 48.4 | 44.8 | 52 | 48.4 | 44.8 | 52 |
Ratio Avg Win / Avg Loss | 1.2464 | 1.7286 | 0.9448 | 1.0688 | 1.4141 | 0.8421 |
Largest Winning Trade | 127272 | 127272 | 30379 | 290511 | 290511 | 163271 |
Largest Losing Trade | -21687 | -21509 | -21687 | -261543 | -185913 | -261543 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 14536 | 6261 | 8275 | 14536 | 6261 | 8275 |
Profit Streak | 0 | 7.4261 | 0 | 0 | 7.4261 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24522 | 343601 | -369428 | -396155 | -66114 | -579766 |
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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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