Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70969.4782 | 9358.7075 | 61610.7706 | 35837.0338 | -9426.6019 | 45263.6357 |
Total P&L (%) | 70.9695 | 9.3587 | 61.6108 | 35.837 | -9.4266 | 45.2636 |
Avg Daily Profit (%) | 0.2725 | 0.0359 | 0.2366 | 0.1177 | -0.038 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105387 | -50871 | -76391 | -273642 | -114350 | -213301 |
Profit Factor | 1.2325 | 1.0736 | 1.3459 | 1.0568 | 0.962 | 1.1184 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 53.2663 | 50.5051 | 56 | 53.2663 | 50.5051 | 56 |
Ratio Avg Win / Avg Loss | 1.0813 | 1.0521 | 1.0575 | 0.9272 | 0.9428 | 0.8787 |
Largest Winning Trade | 17026 | 11444 | 17026 | 45209 | 34504 | 45209 |
Largest Losing Trade | -45088 | -10468 | -45088 | -105682 | -25333 | -105682 |
Avg Bars in Trades | 123 | 46 | 198 | 123 | 46 | 198 |
Avg Bars in Winners | 125 | 55 | 187 | 125 | 55 | 187 |
Avg Bars in Losers | 120 | 38 | 212 | 120 | 38 | 212 |
Bars Traded | 24509 | 4643 | 19866 | 24509 | 4643 | 19866 |
Profit Streak | 4.966 | 0 | 5.7785 | 4.966 | 0 | 5.7785 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312030 | -451837 | 288222 | -197423 | -582398 | -94938 |
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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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