Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160935.6525 | 80047.6055 | 80888.047 | 199241.3666 | 94705.8282 | 104535.5384 |
Total P&L (%) | 160.9357 | 80.0476 | 80.888 | 199.2414 | 94.7058 | 104.5355 |
Avg Daily Profit (%) | 0.309 | 0.1537 | 0.1553 | 0.2107 | 0.128 | 0.1375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56186 | -50803 | -34016 | -163537 | -148935 | -89259 |
Profit Factor | 1.356 | 1.3581 | 1.354 | 1.2006 | 1.1955 | 1.2054 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 45 | 41.8182 | 48.1818 | 45 | 41.8182 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.6574 | 1.8896 | 1.4561 | 1.4674 | 1.6633 | 1.2964 |
Largest Winning Trade | 45020 | 45020 | 20523 | 84342 | 84342 | 45803 |
Largest Losing Trade | -16344 | -10558 | -16344 | -51079 | -37199 | -51079 |
Avg Bars in Trades | 112 | 115 | 108 | 112 | 115 | 108 |
Avg Bars in Winners | 157 | 162 | 152 | 157 | 162 | 152 |
Avg Bars in Losers | 75 | 81 | 68 | 75 | 81 | 68 |
Bars Traded | 24641 | 12667 | 11974 | 24641 | 12667 | 11974 |
Profit Streak | 16.4398 | 22.2939 | 16.4398 | 16.4398 | 22.2939 | 16.4398 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369497 | 224265 | 258631 | 265045 | -29015 | -10455 |
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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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