Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124328.7814 | 71606.6684 | 52722.113 | 171388.1364 | 107888.6538 | 63499.4826 |
Total P&L (%) | 124.3288 | 71.6067 | 52.7221 | 171.3881 | 107.8887 | 63.4995 |
Avg Daily Profit (%) | 0.895 | 0.5155 | 0.3795 | 0.7213 | 0.5282 | 0.3546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28345 | -22888 | -31354 | -57778 | -30878 | -60932 |
Profit Factor | 1.5223 | 1.6033 | 1.4417 | 1.4602 | 1.6249 | 1.3179 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 58 | 56 | 60 | 58 | 56 | 60 |
Ratio Avg Win / Avg Loss | 1.1023 | 1.2598 | 0.9611 | 1.0574 | 1.2767 | 0.8786 |
Largest Winning Trade | 31482 | 31482 | 10793 | 37453 | 37453 | 16882 |
Largest Losing Trade | -21866 | -14681 | -21866 | -47258 | -15618 | -47258 |
Avg Bars in Trades | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Winners | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Losers | 76 | 75 | 77 | 76 | 75 | 77 |
Bars Traded | 13037 | 6589 | 6448 | 13037 | 6589 | 6448 |
Profit Streak | 0 | 0 | 139.0326 | 0 | 0 | 139.0326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524768 | 394203 | 255053 | 483929 | 399624 | 245984 |
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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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