Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97234.3757 | 50571.1648 | 46663.2109 | 141537.2402 | 56219.4005 | 85317.8397 |
Total P&L (%) | 97.2344 | 50.5712 | 46.6632 | 141.5372 | 56.2194 | 85.3178 |
Avg Daily Profit (%) | 0.2118 | 0.1102 | 0.1016 | 0.1923 | 0.0972 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22415 | -12556 | -19204 | -34119 | -34119 | -28502 |
Profit Factor | 1.727 | 1.821 | 1.6467 | 1.6722 | 1.504 | 1.8616 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 75.6 | 76 | 75.2 | 75.6 | 76 | 75.2 |
Ratio Avg Win / Avg Loss | 0.5574 | 0.5751 | 0.543 | 0.5397 | 0.4749 | 0.6139 |
Largest Winning Trade | 11042 | 4721 | 11042 | 27021 | 8988 | 27021 |
Largest Losing Trade | -19149 | -12556 | -19149 | -34119 | -34119 | -28422 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 103 | 97 | 109 | 103 | 97 | 109 |
Bars Traded | 10648 | 5111 | 5537 | 10648 | 5111 | 5537 |
Profit Streak | 589.9883 | 0 | 600.405 | 589.9883 | 0 | 600.405 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455852 | -43608 | -54678 | 446037 | -61776 | -8869 |
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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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