Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202170.4459 | 175922.8747 | 26247.5712 | -77199.0211 | 9725.1061 | -86924.1272 |
Total P&L (%) | 202.1704 | 175.9229 | 26.2476 | -77.199 | 9.7251 | -86.9241 |
Avg Daily Profit (%) | 0.1941 | 0.1689 | 0.0252 | -0.1418 | 0.0089 | -0.1951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95657 | -65868 | -97052 | -112988 | -31608 | -113068 |
Profit Factor | 1.3188 | 1.6343 | 1.0736 | 0.7085 | 1.1146 | 0.5171 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 71.25 | 72.5 | 70 | 71.25 | 72.5 | 70 |
Ratio Avg Win / Avg Loss | 0.5321 | 0.6199 | 0.4601 | 0.2859 | 0.4228 | 0.2216 |
Largest Winning Trade | 26081 | 26081 | 22239 | 9030 | 8568 | 9030 |
Largest Losing Trade | -95657 | -42791 | -95657 | -112988 | -24143 | -112988 |
Avg Bars in Trades | 153 | 163 | 143 | 153 | 163 | 143 |
Avg Bars in Winners | 97 | 99 | 94 | 97 | 99 | 94 |
Avg Bars in Losers | 293 | 332 | 257 | 293 | 332 | 257 |
Bars Traded | 24557 | 13104 | 11453 | 24557 | 13104 | 11453 |
Profit Streak | 20.7112 | 20.7112 | 44.1695 | 20.7112 | 20.7112 | 44.1695 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401899 | -8038 | -319107 | -575716 | -458513 | -595945 |
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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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