Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230474.0581 | 133245.6927 | 97228.3654 | 477018.5644 | 303742.0578 | 173276.5066 |
Total P&L (%) | 230.4741 | 133.2457 | 97.2284 | 477.0186 | 303.7421 | 173.2765 |
Avg Daily Profit (%) | 0.4425 | 0.2558 | 0.1867 | 0.3371 | 0.2683 | 0.1932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36259 | -40199 | -48899 | -102406 | -92573 | -127435 |
Profit Factor | 1.4929 | 1.5202 | 1.4599 | 1.4271 | 1.5205 | 1.3249 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 45.5 | 44 | 47 | 45.5 | 44 | 47 |
Ratio Avg Win / Avg Loss | 1.7882 | 1.9347 | 1.6462 | 1.7094 | 1.9351 | 1.494 |
Largest Winning Trade | 28953 | 28953 | 22858 | 82818 | 82818 | 65844 |
Largest Losing Trade | -12961 | -11006 | -12961 | -39820 | -32801 | -39820 |
Avg Bars in Trades | 123 | 130 | 116 | 123 | 130 | 116 |
Avg Bars in Winners | 164 | 173 | 156 | 164 | 173 | 156 |
Avg Bars in Losers | 89 | 97 | 80 | 89 | 97 | 80 |
Bars Traded | 24718 | 13084 | 11634 | 24718 | 13084 | 11634 |
Profit Streak | 7.9054 | 13.7595 | 0 | 7.9054 | 13.7595 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412969 | 306935 | 275618 | 366052 | 310840 | 207937 |
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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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