Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171394.9834 | 97401.0288 | 73993.9546 | 116247.2399 | 50124.2703 | 66122.9696 |
Total P&L (%) | 171.395 | 97.401 | 73.994 | 116.2472 | 50.1243 | 66.123 |
Avg Daily Profit (%) | 0.1645 | 0.0935 | 0.071 | 0.0741 | 0.039 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61800 | -66183 | -53345 | -172567 | -183514 | -134306 |
Profit Factor | 1.3132 | 1.3456 | 1.2788 | 1.1003 | 1.0838 | 1.1179 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 44.2786 | 40.5941 | 48 | 44.2786 | 40.5941 | 48 |
Ratio Avg Win / Avg Loss | 1.6526 | 1.9692 | 1.3853 | 1.3847 | 1.5861 | 1.2111 |
Largest Winning Trade | 68131 | 68131 | 41338 | 95783 | 95783 | 92782 |
Largest Losing Trade | -25887 | -19310 | -25887 | -62094 | -62094 | -61173 |
Avg Bars in Trades | 122 | 115 | 130 | 122 | 115 | 130 |
Avg Bars in Winners | 153 | 141 | 163 | 153 | 141 | 163 |
Avg Bars in Losers | 98 | 97 | 100 | 98 | 97 | 100 |
Bars Traded | 24707 | 11655 | 13052 | 24707 | 11655 | 13052 |
Profit Streak | 32.3026 | 32.3026 | 35.3026 | 32.3026 | 32.3026 | 35.3026 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323617 | -69143 | -97760 | -203805 | -271787 | -218520 |
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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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