Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185262.8417 | 104406.8278 | 80856.0139 | 258100.4324 | 141509.5793 | 116590.8531 |
Total P&L (%) | 185.2628 | 104.4068 | 80.856 | 258.1004 | 141.5096 | 116.5909 |
Avg Daily Profit (%) | 0.7114 | 0.4009 | 0.3105 | 0.491 | 0.3392 | 0.2972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65097 | -63453 | -41398 | -63818 | -48824 | -73666 |
Profit Factor | 1.6226 | 1.6716 | 1.5691 | 1.6905 | 1.7296 | 1.6482 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 49 | 42 | 56 | 49 | 42 | 56 |
Ratio Avg Win / Avg Loss | 1.6889 | 2.3084 | 1.2328 | 1.7595 | 2.3885 | 1.2951 |
Largest Winning Trade | 59765 | 59765 | 18884 | 105972 | 105972 | 32350 |
Largest Losing Trade | -17166 | -17166 | -17023 | -29812 | -29812 | -25173 |
Avg Bars in Trades | 245 | 261 | 228 | 245 | 261 | 228 |
Avg Bars in Winners | 310 | 328 | 296 | 310 | 328 | 296 |
Avg Bars in Losers | 182 | 213 | 142 | 182 | 213 | 142 |
Bars Traded | 24535 | 13097 | 11438 | 24535 | 13097 | 11438 |
Profit Streak | 16.1804 | 16.9721 | 16.1804 | 16.1804 | 16.9721 | 16.1804 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543001 | -170989 | -169310 | 479912 | -171405 | -169141 |
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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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