Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108663.2001 | 47540.9633 | 61122.2368 | 121748.1895 | 58840.458 | 62907.7315 |
Total P&L (%) | 108.6632 | 47.541 | 61.1222 | 121.7482 | 58.8405 | 62.9077 |
Avg Daily Profit (%) | 0.4173 | 0.1826 | 0.2347 | 0.3063 | 0.1778 | 0.1876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40735 | -22856 | -42344 | -49391 | -27236 | -51770 |
Profit Factor | 1.4723 | 1.3707 | 1.6003 | 1.4683 | 1.4075 | 1.5444 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 63.125 | 60 | 66.25 | 63.125 | 60 | 66.25 |
Ratio Avg Win / Avg Loss | 0.86 | 0.9138 | 0.8152 | 0.8577 | 0.9383 | 0.7868 |
Largest Winning Trade | 34031 | 27925 | 34031 | 48406 | 48406 | 44012 |
Largest Losing Trade | -26753 | -22454 | -26753 | -32096 | -22632 | -32096 |
Avg Bars in Trades | 153 | 160 | 146 | 153 | 160 | 146 |
Avg Bars in Winners | 100 | 92 | 107 | 100 | 92 | 107 |
Avg Bars in Losers | 244 | 262 | 223 | 244 | 262 | 223 |
Bars Traded | 24540 | 12831 | 11709 | 24540 | 12831 | 11709 |
Profit Streak | 8.8662 | 16.3766 | 8.8662 | 8.8662 | 16.3766 | 8.8662 |
Trades During Streak | 9 | 7 | 4 | 9 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426320 | -12864 | -9298 | 391298 | -11872 | -9923 |
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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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