Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92484.1011 | 55134.9904 | 37349.1107 | 99275.6281 | 88405.2483 | 10870.3797 |
Total P&L (%) | 92.4841 | 55.135 | 37.3491 | 99.2756 | 88.4052 | 10.8704 |
Avg Daily Profit (%) | 0.3551 | 0.2117 | 0.1434 | 0.2651 | 0.2435 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45411 | -59946 | -42999 | -129534 | -98939 | -115019 |
Profit Factor | 1.3176 | 1.3198 | 1.3145 | 1.1583 | 1.2536 | 1.039 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 68.6567 | 70 | 67.3267 | 68.6567 | 70 | 67.3267 |
Ratio Avg Win / Avg Loss | 0.6015 | 0.5656 | 0.6379 | 0.5288 | 0.5372 | 0.5042 |
Largest Winning Trade | 15927 | 15927 | 9383 | 22947 | 22947 | 16057 |
Largest Losing Trade | -18314 | -14697 | -18314 | -48273 | -28660 | -48273 |
Avg Bars in Trades | 122 | 171 | 73 | 122 | 171 | 73 |
Avg Bars in Winners | 65 | 85 | 45 | 65 | 85 | 45 |
Avg Bars in Losers | 246 | 374 | 130 | 246 | 374 | 130 |
Bars Traded | 24614 | 17191 | 7423 | 24614 | 17191 | 7423 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343697 | 232400 | -4689 | -37785 | 263294 | -457058 |
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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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