Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104501.8041 | 42468.1388 | 62033.6653 | 73719.2231 | 27675.8276 | 46043.3955 |
Total P&L (%) | 104.5018 | 42.4681 | 62.0337 | 73.7192 | 27.6758 | 46.0434 |
Avg Daily Profit (%) | 0.2006 | 0.0815 | 0.1191 | 0.1061 | 0.0469 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72535 | -54711 | -53186 | -49812 | -38751 | -38363 |
Profit Factor | 1.24 | 1.1904 | 1.2922 | 1.2026 | 1.1557 | 1.2475 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 59.5 | 56 | 63 | 59.5 | 56 | 63 |
Ratio Avg Win / Avg Loss | 0.8441 | 0.9353 | 0.7589 | 0.8186 | 0.9081 | 0.7326 |
Largest Winning Trade | 24645 | 23676 | 24645 | 16655 | 13803 | 16655 |
Largest Losing Trade | -27196 | -27196 | -20991 | -27196 | -27196 | -22298 |
Avg Bars in Trades | 123 | 131 | 114 | 123 | 131 | 114 |
Avg Bars in Winners | 102 | 105 | 100 | 102 | 105 | 100 |
Avg Bars in Losers | 153 | 165 | 139 | 153 | 165 | 139 |
Bars Traded | 24649 | 13157 | 11492 | 24649 | 13157 | 11492 |
Profit Streak | 5.1338 | 5.5296 | 5.1338 | 5.1338 | 5.5296 | 5.1338 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326169 | -97795 | -34149 | -50143 | -183371 | -97391 |
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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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