Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109328.3631 | 65475.651 | 43852.7121 | 127337.3709 | 106543.1786 | 20794.1923 |
Total P&L (%) | 109.3284 | 65.4757 | 43.8527 | 127.3374 | 106.5432 | 20.7942 |
Avg Daily Profit (%) | 0.787 | 0.4714 | 0.3157 | 0.593 | 0.5235 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38833 | -28494 | -38826 | -65204 | -25075 | -68838 |
Profit Factor | 1.4987 | 1.6785 | 1.3573 | 1.4182 | 1.978 | 1.1063 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 62.5 | 58.75 | 66.25 | 62.5 | 58.75 | 66.25 |
Ratio Avg Win / Avg Loss | 0.8992 | 1.1785 | 0.6914 | 0.8509 | 1.3888 | 0.5636 |
Largest Winning Trade | 21132 | 21132 | 14103 | 26838 | 26838 | 17938 |
Largest Losing Trade | -31235 | -14798 | -31235 | -54210 | -12613 | -54210 |
Avg Bars in Trades | 81 | 81 | 82 | 81 | 81 | 82 |
Avg Bars in Winners | 69 | 66 | 71 | 69 | 66 | 71 |
Avg Bars in Losers | 102 | 101 | 103 | 102 | 101 | 103 |
Bars Traded | 13076 | 6487 | 6589 | 13076 | 6487 | 6589 |
Profit Streak | 131.862 | 131.862 | 132.112 | 131.862 | 131.862 | 132.112 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515926 | -7160 | -12398 | 438507 | -5834 | -140827 |
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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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