Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161703.3372 | 93556.6678 | 68146.6694 | 201829.4591 | 105868.0113 | 95961.4478 |
Total P&L (%) | 161.7033 | 93.5567 | 68.1467 | 201.8295 | 105.868 | 95.9614 |
Avg Daily Profit (%) | 0.3105 | 0.1796 | 0.1308 | 0.2123 | 0.1387 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60920 | -36243 | -41680 | -118092 | -72021 | -79270 |
Profit Factor | 1.3983 | 1.4566 | 1.3389 | 1.2481 | 1.2542 | 1.2417 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 57.2139 | 51.4851 | 63 | 57.2139 | 51.4851 | 63 |
Ratio Avg Win / Avg Loss | 1.0457 | 1.3725 | 0.7863 | 0.9334 | 1.1818 | 0.7293 |
Largest Winning Trade | 31249 | 27362 | 31249 | 58611 | 34298 | 58611 |
Largest Losing Trade | -27543 | -27543 | -21492 | -50028 | -50028 | -40582 |
Avg Bars in Trades | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Winners | 108 | 120 | 98 | 108 | 120 | 98 |
Avg Bars in Losers | 139 | 129 | 152 | 139 | 129 | 152 |
Bars Traded | 24448 | 12615 | 11833 | 24448 | 12615 | 11833 |
Profit Streak | 11.2609 | 11.2609 | 12.0526 | 11.2609 | 11.2609 | 12.0526 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423368 | 304658 | -18367 | 300123 | -8048 | -20957 |
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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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