Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104214.5724 | 81528.0998 | 22686.4726 | 40004.9492 | 52197.14 | -12192.1908 |
Total P&L (%) | 104.2146 | 81.5281 | 22.6865 | 40.0049 | 52.1971 | -12.1922 |
Avg Daily Profit (%) | 1.2005 | 0.9392 | 0.2613 | 0.3884 | 0.485 | -0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105362 | -54017 | -56525 | -69165 | -31693 | -40586 |
Profit Factor | 1.3408 | 1.5243 | 1.1509 | 1.2014 | 1.5219 | 0.8764 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 50 | 49.6183 | 50.3817 | 50 | 49.6183 | 50.3817 |
Ratio Avg Win / Avg Loss | 1.3408 | 1.5478 | 1.1335 | 1.2014 | 1.5453 | 0.8631 |
Largest Winning Trade | 125176 | 125176 | 68292 | 77829 | 77829 | 25230 |
Largest Losing Trade | -13535 | -8331 | -13535 | -10857 | -7843 | -10857 |
Avg Bars in Trades | 94 | 97 | 90 | 94 | 97 | 90 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 102 | 114 | 90 | 102 | 114 | 90 |
Bars Traded | 24674 | 12801 | 11873 | 24674 | 12801 | 11873 |
Profit Streak | 0.2505 | 0.2505 | 0.9207 | 0.2505 | 0.2505 | 0.9207 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343174 | 339932 | -56636 | 93370 | 195396 | -585921 |
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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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