Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168447.8184 | 106053.4156 | 62394.4027 | 130956.2495 | 75276.2821 | 55679.9674 |
Total P&L (%) | 168.4478 | 106.0534 | 62.3944 | 130.9562 | 75.2763 | 55.68 |
Avg Daily Profit (%) | 0.3234 | 0.2036 | 0.1198 | 0.1608 | 0.1078 | 0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79373 | -46599 | -55898 | -253743 | -124527 | -189787 |
Profit Factor | 1.3419 | 1.4168 | 1.2619 | 1.1262 | 1.1456 | 1.1069 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 43.7186 | 38 | 49.4949 | 43.7186 | 38 | 49.4949 |
Ratio Avg Win / Avg Loss | 1.7275 | 2.3116 | 1.2876 | 1.4498 | 1.8691 | 1.1295 |
Largest Winning Trade | 106964 | 106964 | 23307 | 132771 | 132771 | 44938 |
Largest Losing Trade | -24807 | -24807 | -21099 | -79682 | -36495 | -79682 |
Avg Bars in Trades | 123 | 132 | 114 | 123 | 132 | 114 |
Avg Bars in Winners | 159 | 186 | 138 | 159 | 186 | 138 |
Avg Bars in Losers | 95 | 100 | 89 | 95 | 100 | 89 |
Bars Traded | 24568 | 13282 | 11286 | 24568 | 13282 | 11286 |
Profit Streak | 14.7531 | 14.7531 | 21.1906 | 14.7531 | 14.7531 | 21.1906 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332296 | 166548 | -33734 | -75324 | -113271 | -183296 |
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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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