Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103281.5771 | 62090.0999 | 41191.4772 | 113594.3817 | 81727.625 | 31866.7567 |
Total P&L (%) | 103.2816 | 62.0901 | 41.1915 | 113.5944 | 81.7276 | 31.8668 |
Avg Daily Profit (%) | 0.7435 | 0.447 | 0.2965 | 0.5478 | 0.4309 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57203 | -19331 | -49945 | -72933 | -22461 | -66018 |
Profit Factor | 1.4113 | 1.611 | 1.2756 | 1.3725 | 1.7182 | 1.1667 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 57.5 | 58.75 | 56.25 | 57.5 | 58.75 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0432 | 1.1311 | 0.9921 | 1.0145 | 1.2064 | 0.9075 |
Largest Winning Trade | 26573 | 26573 | 16851 | 29099 | 29099 | 16723 |
Largest Losing Trade | -27951 | -15990 | -27951 | -33908 | -20603 | -33908 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 81 | 84 | 77 | 81 | 84 | 77 |
Avg Bars in Losers | 81 | 78 | 83 | 81 | 78 | 83 |
Bars Traded | 12990 | 6565 | 6425 | 12990 | 6565 | 6425 |
Profit Streak | 126.5476 | 129.1934 | 126.5476 | 126.5476 | 129.1934 | 126.5476 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518803 | -7299 | -15264 | 450056 | -6702 | -53988 |
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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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