Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82418.4084 | 39678.1902 | 42740.2182 | 106819.1 | 36591 | 70228.1 |
Total P&L (%) | 82.4184 | 39.6782 | 42.7402 | 106.8191 | 36.591 | 70.2281 |
Avg Daily Profit (%) | 0.1795 | 0.0864 | 0.0931 | 0.1584 | 0.0679 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20254 | -18290 | -19106 | -39827 | -43906 | -31386 |
Profit Factor | 1.6346 | 1.7984 | 1.5331 | 1.5202 | 1.407 | 1.6083 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 78.5 | 81 | 76 | 78.5 | 81 | 76 |
Ratio Avg Win / Avg Loss | 0.4477 | 0.4218 | 0.4841 | 0.4164 | 0.33 | 0.5079 |
Largest Winning Trade | 8404 | 4603 | 8404 | 18368 | 5671 | 18368 |
Largest Losing Trade | -19106 | -16810 | -19106 | -39827 | -39827 | -31386 |
Avg Bars in Trades | 53 | 31 | 75 | 53 | 31 | 75 |
Avg Bars in Winners | 31 | 21 | 43 | 31 | 21 | 43 |
Avg Bars in Losers | 133 | 76 | 178 | 133 | 76 | 178 |
Bars Traded | 10764 | 3170 | 7594 | 10764 | 3170 | 7594 |
Profit Streak | 600.8548 | 600.8548 | 613.8548 | 600.8548 | 600.8548 | 613.8548 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470643 | -75111 | -66881 | 444176 | -101871 | -34019 |
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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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