Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113173.7858 | 44636.3647 | 68537.4211 | 79359.8805 | 6666.6775 | 72693.2031 |
Total P&L (%) | 113.1738 | 44.6364 | 68.5374 | 79.3599 | 6.6667 | 72.6932 |
Avg Daily Profit (%) | 0.2173 | 0.0857 | 0.1316 | 0.1122 | 0.0124 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116705 | -43089 | -96497 | -186893 | -88332 | -129137 |
Profit Factor | 1.2726 | 1.2393 | 1.2998 | 1.1488 | 1.0266 | 1.2574 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 63.3166 | 61 | 65.6566 | 63.3166 | 61 | 65.6566 |
Ratio Avg Win / Avg Loss | 0.7373 | 0.7924 | 0.6799 | 0.6656 | 0.6563 | 0.6577 |
Largest Winning Trade | 17482 | 17482 | 12917 | 24393 | 19969 | 24393 |
Largest Losing Trade | -36347 | -23659 | -36347 | -41723 | -37844 | -41723 |
Avg Bars in Trades | 123 | 65 | 182 | 123 | 65 | 182 |
Avg Bars in Winners | 95 | 49 | 138 | 95 | 49 | 138 |
Avg Bars in Losers | 172 | 91 | 266 | 172 | 91 | 266 |
Bars Traded | 24652 | 6569 | 18083 | 24652 | 6569 | 18083 |
Profit Streak | 6.5536 | 6.5536 | 15.6786 | 6.5536 | 6.5536 | 15.6786 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337738 | -81041 | -16511 | -98265 | -533758 | -52191 |
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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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