Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96112.7422 | 80640.5618 | 15472.1804 | 21040.2799 | 41823.2114 | -20782.9314 |
Total P&L (%) | 96.1127 | 80.6406 | 15.4722 | 21.0403 | 41.8232 | -20.7829 |
Avg Daily Profit (%) | 0.1845 | 0.1548 | 0.0297 | 0.0367 | 0.0671 | -0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85028 | -58583 | -52489 | -68181 | -34306 | -54924 |
Profit Factor | 1.1554 | 1.2708 | 1.0482 | 1.043 | 1.1854 | 0.9211 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 177 | 86 | 91 | 177 | 86 | 91 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 70.8 | 68.8 | 72.8 | 70.8 | 68.8 | 72.8 |
Ratio Avg Win / Avg Loss | 0.4765 | 0.5763 | 0.3917 | 0.4302 | 0.5376 | 0.3441 |
Largest Winning Trade | 15045 | 13799 | 15045 | 10811 | 8001 | 10811 |
Largest Losing Trade | -33782 | -27973 | -33782 | -54924 | -20391 | -54924 |
Avg Bars in Trades | 99 | 98 | 100 | 99 | 98 | 100 |
Avg Bars in Winners | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Losers | 198 | 199 | 196 | 198 | 199 | 196 |
Bars Traded | 24841 | 12311 | 12530 | 24841 | 12311 | 12530 |
Profit Streak | 3.5879 | 10.5671 | 0 | 3.5879 | 10.5671 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40946 | 311517 | -329792 | -322136 | -120448 | -578335 |
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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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