Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173499.5696 | 112727.8509 | 60771.7187 | 211406.5831 | 176508.4224 | 34898.1607 |
Total P&L (%) | 173.4996 | 112.7279 | 60.7717 | 211.4066 | 176.5084 | 34.8982 |
Avg Daily Profit (%) | 0.3331 | 0.2164 | 0.1167 | 0.2183 | 0.1955 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45132 | -37414 | -52667 | -97584 | -95116 | -105203 |
Profit Factor | 1.3012 | 1.3908 | 1.2114 | 1.1868 | 1.3186 | 1.0604 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 44 | 41.6 | 46.4 | 44 | 41.6 | 46.4 |
Ratio Avg Win / Avg Loss | 1.6561 | 1.9525 | 1.3993 | 1.5105 | 1.8512 | 1.2249 |
Largest Winning Trade | 33209 | 33209 | 23759 | 52869 | 52869 | 40763 |
Largest Losing Trade | -12955 | -12955 | -12768 | -33985 | -33985 | -27078 |
Avg Bars in Trades | 99 | 101 | 96 | 99 | 101 | 96 |
Avg Bars in Winners | 141 | 149 | 133 | 141 | 149 | 133 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 24763 | 12676 | 12087 | 24763 | 12676 | 12087 |
Profit Streak | 6.1456 | 6.1456 | 7.0206 | 6.1456 | 6.1456 | 7.0206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343269 | 221362 | -39810 | -6593 | 199033 | -274428 |
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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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