Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161077.2967 | 102089.9862 | 58987.3105 | 213064.1219 | 166302.4036 | 46761.7183 |
Total P&L (%) | 161.0773 | 102.09 | 58.9873 | 213.0641 | 166.3024 | 46.7617 |
Avg Daily Profit (%) | 0.3093 | 0.196 | 0.1133 | 0.2194 | 0.1882 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52560 | -55419 | -36938 | -99490 | -99781 | -107893 |
Profit Factor | 1.3713 | 1.5127 | 1.2513 | 1.2861 | 1.5177 | 1.1104 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 52.7638 | 52 | 53.5354 | 52.7638 | 52 | 53.5354 |
Ratio Avg Win / Avg Loss | 1.2276 | 1.3963 | 1.0861 | 1.1513 | 1.4009 | 0.9637 |
Largest Winning Trade | 23911 | 23911 | 21346 | 43085 | 43085 | 37983 |
Largest Losing Trade | -24067 | -18499 | -24067 | -49198 | -22607 | -49198 |
Avg Bars in Trades | 123 | 131 | 114 | 123 | 131 | 114 |
Avg Bars in Winners | 124 | 129 | 119 | 124 | 129 | 119 |
Avg Bars in Losers | 122 | 134 | 109 | 122 | 134 | 109 |
Bars Traded | 24534 | 13172 | 11362 | 24534 | 13172 | 11362 |
Profit Streak | 5.1196 | 6.0154 | 0 | 5.1196 | 6.0154 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382341 | 326545 | -43146 | 335923 | 325246 | -197332 |
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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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