Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111956.9882 | 68525.7172 | 43431.271 | 88782.9475 | 127738.9906 | -38956.0431 |
Total P&L (%) | 111.957 | 68.5257 | 43.4313 | 88.7829 | 127.739 | -38.956 |
Avg Daily Profit (%) | 0.4299 | 0.2631 | 0.1668 | 0.2443 | 0.3165 | -0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80504 | -32725 | -77347 | -257557 | -53772 | -253977 |
Profit Factor | 1.3132 | 1.4311 | 1.2188 | 1.1086 | 1.404 | 0.9223 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 59 | 56 | 62 | 59 | 56 | 62 |
Ratio Avg Win / Avg Loss | 0.9126 | 1.1244 | 0.747 | 0.7704 | 1.1032 | 0.5653 |
Largest Winning Trade | 20178 | 15543 | 20178 | 36231 | 26645 | 36231 |
Largest Losing Trade | -46403 | -32725 | -46403 | -151453 | -39344 | -151453 |
Avg Bars in Trades | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Winners | 99 | 103 | 96 | 99 | 103 | 96 |
Avg Bars in Losers | 152 | 150 | 155 | 152 | 150 | 155 |
Bars Traded | 24328 | 12438 | 11890 | 24328 | 12438 | 11890 |
Profit Streak | 6.9529 | 7.4424 | 6.9529 | 6.9529 | 7.4424 | 6.9529 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380746 | 345820 | 157253 | -92208 | 359834 | -579750 |
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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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