Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201120.6686 | 39895.4312 | 161225.2373 | 164462.7084 | 13145.8406 | 151316.8679 |
Total P&L (%) | 201.1207 | 39.8954 | 161.2252 | 164.4627 | 13.1458 | 151.3169 |
Avg Daily Profit (%) | 0.1931 | 0.0383 | 0.1548 | 0.0934 | 0.0119 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69890 | -72397 | -50270 | -133195 | -84944 | -98022 |
Profit Factor | 1.3722 | 1.1408 | 1.6277 | 1.2377 | 1.0379 | 1.4381 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 58.75 | 53.75 | 63.75 | 58.75 | 53.75 | 63.75 |
Ratio Avg Win / Avg Loss | 0.9635 | 0.9816 | 0.9255 | 0.869 | 0.8931 | 0.8177 |
Largest Winning Trade | 49863 | 49863 | 34604 | 67988 | 35818 | 67988 |
Largest Losing Trade | -47809 | -21895 | -47809 | -98022 | -29237 | -98022 |
Avg Bars in Trades | 154 | 158 | 149 | 154 | 158 | 149 |
Avg Bars in Winners | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Losers | 210 | 217 | 202 | 210 | 217 | 202 |
Bars Traded | 24698 | 12706 | 11992 | 24698 | 12706 | 11992 |
Profit Streak | 49.3359 | 49.3359 | 49.5859 | 49.3359 | 49.3359 | 49.5859 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359837 | -228892 | -8374 | -66653 | -442920 | -91449 |
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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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