Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149885.2923 | 68315.1936 | 81570.0987 | 84711.3395 | 10284.8499 | 74426.4897 |
Total P&L (%) | 149.8853 | 68.3152 | 81.5701 | 84.7113 | 10.2849 | 74.4265 |
Avg Daily Profit (%) | 0.1622 | 0.0739 | 0.0883 | 0.0664 | 0.0106 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140858 | -115374 | -66136 | -216845 | -166801 | -129894 |
Profit Factor | 1.3442 | 1.2931 | 1.4031 | 1.1172 | 1.0263 | 1.2248 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 57 | 54 | 60 | 57 | 54 | 60 |
Ratio Avg Win / Avg Loss | 1.0141 | 1.1016 | 0.9354 | 0.8428 | 0.8742 | 0.8165 |
Largest Winning Trade | 42412 | 42412 | 22491 | 42412 | 42412 | 39158 |
Largest Losing Trade | -30979 | -30979 | -30833 | -81186 | -81186 | -68192 |
Avg Bars in Trades | 215 | 237 | 192 | 215 | 237 | 192 |
Avg Bars in Winners | 186 | 190 | 183 | 186 | 190 | 183 |
Avg Bars in Losers | 252 | 292 | 206 | 252 | 292 | 206 |
Bars Traded | 21514 | 11876 | 9638 | 21514 | 11876 | 9638 |
Profit Streak | 82.0033 | 108.545 | 82.0033 | 82.0033 | 108.545 | 82.0033 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375155 | -272432 | -253432 | -194720 | -707000 | -291914 |
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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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