Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62611.4854 | 31646.8066 | 30964.6788 | 51368.942 | 27289.9589 | 24078.9831 |
Total P&L (%) | 62.6115 | 31.6468 | 30.9647 | 51.3689 | 27.29 | 24.079 |
Avg Daily Profit (%) | 0.2404 | 0.1215 | 0.1189 | 0.1593 | 0.0927 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30178 | -42647 | -32714 | -32205 | -51153 | -41743 |
Profit Factor | 1.2911 | 1.2766 | 1.3075 | 1.1977 | 1.2013 | 1.1938 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 70 | 64 | 76 | 70 | 64 | 76 |
Ratio Avg Win / Avg Loss | 0.5533 | 0.7181 | 0.4129 | 0.5133 | 0.6757 | 0.377 |
Largest Winning Trade | 16995 | 16995 | 6519 | 15762 | 15762 | 7861 |
Largest Losing Trade | -20537 | -20537 | -18151 | -22763 | -22763 | -19831 |
Avg Bars in Trades | 243 | 248 | 238 | 243 | 248 | 238 |
Avg Bars in Winners | 140 | 119 | 157 | 140 | 119 | 157 |
Avg Bars in Losers | 485 | 477 | 497 | 485 | 477 | 497 |
Bars Traded | 24382 | 12433 | 11949 | 24382 | 12433 | 11949 |
Profit Streak | 9.7083 | 9.7083 | 19.9791 | 9.7083 | 9.7083 | 19.9791 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332793 | -213558 | -215394 | 170999 | -252835 | -272021 |
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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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