Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186311.3046 | 103313.1406 | 82998.164 | 278353.1942 | 150041.496 | 128311.6982 |
Total P&L (%) | 186.3113 | 103.3131 | 82.9982 | 278.3532 | 150.0415 | 128.3117 |
Avg Daily Profit (%) | 0.7154 | 0.3967 | 0.3187 | 0.5123 | 0.3525 | 0.3175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59214 | -59430 | -35778 | -66079 | -63370 | -63044 |
Profit Factor | 1.6498 | 1.7116 | 1.5864 | 1.6448 | 1.6829 | 1.6054 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.0164 | 2.5674 | 1.5864 | 2.0103 | 2.5243 | 1.6054 |
Largest Winning Trade | 57163 | 57163 | 18485 | 109978 | 109978 | 43845 |
Largest Losing Trade | -16650 | -12299 | -16650 | -26334 | -26334 | -21705 |
Avg Bars in Trades | 245 | 256 | 233 | 245 | 256 | 233 |
Avg Bars in Winners | 339 | 330 | 347 | 339 | 330 | 347 |
Avg Bars in Losers | 167 | 207 | 119 | 167 | 207 | 119 |
Bars Traded | 24508 | 12835 | 11673 | 24508 | 12835 | 11673 |
Profit Streak | 17.1685 | 17.8664 | 17.1685 | 17.1685 | 17.8664 | 17.1685 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489884 | -171727 | -168802 | 427029 | -172160 | -168719 |
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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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