Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79099.6163 | 52627.7418 | 26471.8745 | 45093.8947 | 24572.36 | 20521.5347 |
Total P&L (%) | 79.0996 | 52.6277 | 26.4719 | 45.0939 | 24.5724 | 20.5215 |
Avg Daily Profit (%) | 0.3037 | 0.2021 | 0.1017 | 0.143 | 0.0844 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77250 | -36281 | -56033 | -118604 | -54836 | -79184 |
Profit Factor | 1.2103 | 1.2723 | 1.1448 | 1.0866 | 1.0907 | 1.0821 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 65.4167 | 65.8333 | 65 | 65.4167 | 65.8333 | 65 |
Ratio Avg Win / Avg Loss | 0.6398 | 0.6603 | 0.6164 | 0.5745 | 0.5661 | 0.5827 |
Largest Winning Trade | 36350 | 36350 | 12536 | 33984 | 33984 | 15981 |
Largest Losing Trade | -36281 | -36281 | -23025 | -43776 | -43776 | -36061 |
Avg Bars in Trades | 103 | 107 | 98 | 103 | 107 | 98 |
Avg Bars in Winners | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Losers | 176 | 183 | 170 | 176 | 183 | 170 |
Bars Traded | 24720 | 12865 | 11855 | 24720 | 12865 | 11855 |
Profit Streak | 5.0239 | 11.9198 | 5.0239 | 5.0239 | 11.9198 | 5.0239 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357771 | 243231 | -121699 | -127233 | -204472 | -233655 |
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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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